+41.6%
D vs ROP
+196.0%
-154.4%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.9% | +1.4% | -0.5% |
| 7D | +3.0% | +2.1% | +0.8% | +2.3% |
| 30D | +11.5% | +32.9% | -21.4% | +1.1% |
| 3M | +3.7% | +20.3% | -16.6% | -2.9% |
| 6M | +13.5% | +36.8% | -23.2% | +0.9% |
| YTD | +20.7% | +8.1% | +12.6% | +16.3% |
| 1Y | +18.2% | +8.3% | +10.0% | +13.8% |
| 3Y | +73.3% | -3.2% | +76.6% | +71.3% |
| 5Y | +12.3% | +1.7% | +10.5% | +7.0% |
| All | +41.6% | +196.0% | -154.4% | +11.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling