+62.1%
D vs ROP
-16.7%
+78.8%
-18.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.6% | +3.1% | -0.1% |
| 7D | +1.5% | -4.4% | +5.9% | +1.9% |
| 30D | -2.6% | +3.2% | -5.8% | -2.9% |
| 3M | 0.0% | +23.1% | -23.0% | -2.4% |
| 6M | +7.4% | +13.3% | -6.0% | +5.7% |
| YTD | +15.9% | -7.9% | +23.7% | +18.9% |
| 1Y | +18.1% | -22.1% | +40.2% | +26.3% |
| All | +62.1% | -16.7% | +78.8% | +58.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling