+107.7%
COST vs ROP
-16.2%
+123.9%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | 0.0% | +0.3% | +0.3% |
| 7D | -1.2% | -4.6% | +3.4% | +0.8% |
| 30D | -4.7% | -1.7% | -3.0% | -4.2% |
| 3M | -7.1% | +17.1% | -24.2% | -13.8% |
| 6M | -8.5% | +10.9% | -19.4% | -13.3% |
| YTD | +5.4% | -12.1% | +17.5% | +11.9% |
| 1Y | -5.6% | -24.2% | +18.6% | +8.6% |
| 3Y | +68.5% | -20.4% | +88.9% | +84.2% |
| All | +107.7% | -16.2% | +123.9% | +112.7% |
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