+48.4%
D vs ROP
+183.0%
-134.7%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.7% | -1.1% | -0.7% |
| 7D | -2.4% | -2.9% | +0.5% | -1.4% |
| 30D | +9.0% | +30.1% | -21.1% | -0.5% |
| 3M | +1.0% | +19.9% | -18.9% | -5.4% |
| 6M | +11.0% | +46.0% | -35.0% | -3.6% |
| YTD | +19.8% | +8.4% | +11.4% | +15.3% |
| 1Y | +16.0% | +8.8% | +7.2% | +11.4% |
| 3Y | +74.4% | -5.6% | +80.0% | +74.3% |
| 5Y | +13.5% | +3.0% | +10.5% | +7.6% |
| 10Y | +48.4% | +184.0% | -135.7% | +5.6% |
| All | +48.4% | +183.0% | -134.7% | +5.6% |
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