+22.6%
D vs ROP
+10.4%
+12.2%
-15.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +3.9% | +0.5% | +4.3% |
| 7D | +8.5% | +11.7% | -3.2% | +8.2% |
| 30D | +14.3% | +35.5% | -21.1% | +14.4% |
| 3M | +1.8% | +25.6% | -23.9% | +1.5% |
| 6M | +13.0% | +39.3% | -26.2% | +13.1% |
| YTD | +22.7% | +11.6% | +11.1% | +19.5% |
| 1Y | +22.6% | +10.6% | +12.0% | +19.5% |
| All | +22.6% | +10.4% | +12.2% | +19.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling