+43.8%
D vs ROP
+189.6%
-145.9%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.0% | +0.5% | -0.2% |
| 7D | +0.8% | -1.6% | +2.4% | +1.4% |
| 30D | +10.7% | +29.5% | -18.8% | +1.3% |
| 3M | +2.3% | +17.5% | -15.3% | -3.5% |
| 6M | +12.5% | +38.1% | -25.6% | -0.4% |
| YTD | +20.1% | +7.0% | +13.1% | +16.1% |
| 1Y | +15.6% | +6.5% | +9.0% | +11.8% |
| 3Y | +75.2% | -5.5% | +80.6% | +74.8% |
| 5Y | +14.6% | -0.4% | +15.0% | +10.2% |
| 10Y | +43.8% | +183.6% | -139.8% | +7.7% |
| All | +43.8% | +189.6% | -145.9% | +7.7% |
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 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