+13.1%
D vs ROP
+2.3%
+10.8%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | 0.0% | -0.8% | -0.8% |
| 7D | -3.1% | -2.7% | -0.4% | -2.5% |
| 30D | +8.4% | +29.7% | -21.3% | +2.8% |
| 3M | +0.2% | +21.2% | -21.0% | -3.8% |
| 6M | +9.5% | +48.3% | -38.8% | +0.4% |
| YTD | +18.8% | +8.4% | +10.4% | +17.5% |
| 1Y | +14.7% | +6.0% | +8.7% | +14.2% |
| 3Y | +72.9% | -5.6% | +78.5% | +75.7% |
| 5Y | +13.1% | +1.3% | +11.9% | +9.7% |
| All | +13.1% | +2.3% | +10.8% | +9.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling