+7.8%
D vs ROP
-13.6%
+21.3%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.6% | +3.1% | +0.3% |
| 7D | +1.5% | -4.4% | +5.9% | +2.4% |
| 30D | -2.6% | +3.2% | -5.8% | -3.3% |
| 3M | 0.0% | +23.1% | -23.0% | -4.6% |
| 6M | +7.4% | +13.3% | -6.0% | +4.1% |
| YTD | +15.9% | -7.9% | +23.7% | +18.6% |
| 1Y | +18.1% | -22.1% | +40.2% | +27.2% |
| 3Y | +58.4% | -16.8% | +75.2% | +64.3% |
| All | +7.8% | -13.6% | +21.3% | +5.1% |
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