+98.2%
DE vs ROP
-16.4%
+114.7%
-33.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.3% | +0.8% | -0.1% |
| 7D | -3.0% | -6.1% | +3.1% | -1.3% |
| 30D | +11.1% | -3.4% | +14.5% | +12.1% |
| 3M | +17.6% | +16.7% | +0.9% | +11.3% |
| 6M | +13.6% | +8.1% | +5.5% | +10.1% |
| YTD | +46.3% | -11.7% | +57.9% | +53.0% |
| 1Y | +44.2% | -24.2% | +68.4% | +60.9% |
| 3Y | +76.6% | -19.0% | +95.5% | +89.9% |
| 5Y | +98.2% | -15.9% | +114.1% | +100.1% |
| All | +98.2% | -16.4% | +114.7% | +100.1% |
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