+3.4%
EXC vs ROP
-21.5%
+24.9%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -3.6% | +1.6% | -2.0% |
| 7D | -0.7% | -4.4% | +3.8% | -0.6% |
| 30D | -4.6% | +3.2% | -7.9% | -4.6% |
| 3M | -2.2% | +23.1% | -25.3% | -1.6% |
| 6M | -10.6% | +13.3% | -23.9% | -10.5% |
| YTD | +1.9% | -7.9% | +9.8% | +3.3% |
| 1Y | +3.4% | -22.1% | +25.5% | +6.3% |
| All | +3.4% | -21.5% | +24.9% | +6.3% |
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