+151.5%
EXC vs ROP
+134.1%
+17.3%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.9% | +3.6% | +1.9% |
| 7D | +1.2% | -5.4% | +6.6% | +3.5% |
| 30D | -2.7% | -1.6% | -1.1% | -2.2% |
| 3M | -1.0% | +18.8% | -19.8% | -8.3% |
| 6M | -9.3% | +8.2% | -17.5% | -13.0% |
| YTD | +3.6% | -10.5% | +14.1% | +7.2% |
| 1Y | +5.9% | -23.7% | +29.7% | +17.7% |
| 3Y | +21.3% | -17.9% | +39.2% | +27.2% |
| 5Y | +46.2% | -15.3% | +61.5% | +48.5% |
| 10Y | +151.5% | +133.4% | +18.1% | +71.8% |
| All | +151.5% | +134.1% | +17.3% | +71.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling