+130.7%
C vs ROP
-13.6%
+144.2%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.6% | +3.3% | +1.1% |
| 7D | +3.6% | -4.4% | +8.1% | +5.5% |
| 30D | +0.1% | +3.2% | -3.2% | -1.4% |
| 3M | +2.4% | +23.1% | -20.6% | -7.6% |
| 6M | +24.9% | +13.3% | +11.6% | +16.8% |
| YTD | +19.8% | -7.9% | +27.7% | +23.8% |
| 1Y | +44.9% | -22.1% | +66.9% | +63.4% |
| 3Y | +263.0% | -16.8% | +279.8% | +294.6% |
| All | +130.7% | -13.6% | +144.2% | +131.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ROP.
Daily Out/Under-Performance
Portfolio return minus ROP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROP return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded ROP wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling