+122.8%
COST vs ROP
+2.3%
+120.5%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | 0.0% | +0.4% | +0.4% |
| 7D | +2.5% | -2.7% | +5.2% | +3.6% |
| 30D | +14.6% | +29.7% | -15.1% | +3.0% |
| 3M | +15.2% | +21.2% | -6.0% | +6.2% |
| 6M | +7.2% | +48.3% | -41.0% | -10.0% |
| YTD | +27.4% | +8.4% | +19.0% | +24.0% |
| 1Y | +20.2% | +6.0% | +14.2% | +18.4% |
| 3Y | +96.9% | -5.6% | +102.5% | +102.7% |
| 5Y | +122.8% | +1.3% | +121.5% | +115.5% |
| All | +122.8% | +2.3% | +120.5% | +115.5% |
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