+8.1%
EW vs ROP
-23.1%
+31.2%
-13.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -2.9% | -0.7% | -3.2% |
| 7D | -4.4% | -5.4% | +1.0% | -3.8% |
| 30D | -3.3% | -1.6% | -1.7% | -3.2% |
| 3M | +1.0% | +18.8% | -17.8% | -1.3% |
| 6M | +6.2% | +8.2% | -2.0% | +4.4% |
| YTD | +1.7% | -10.5% | +12.2% | +0.5% |
| 1Y | +8.1% | -23.7% | +31.9% | +7.2% |
| All | +8.1% | -23.1% | +31.2% | +7.2% |
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