+16.0%
D vs ROP
+7.5%
+8.5%
-15.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.7% | -1.1% | -0.5% |
| 7D | -2.4% | -2.9% | +0.5% | -2.3% |
| 30D | +9.0% | +30.1% | -21.1% | +9.1% |
| 3M | +1.0% | +19.9% | -18.9% | +0.6% |
| 6M | +11.0% | +46.0% | -35.0% | +12.4% |
| YTD | +19.8% | +8.4% | +11.4% | +16.8% |
| 1Y | +16.0% | +8.8% | +7.2% | +13.2% |
| All | +16.0% | +7.5% | +8.5% | +13.2% |
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