+183.8%
EXC vs ROP
+189.6%
-5.9%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.0% | +1.1% | +0.5% |
| 7D | -1.7% | -1.6% | -0.1% | -1.1% |
| 30D | +9.3% | +29.5% | -20.2% | -1.6% |
| 3M | +1.0% | +17.5% | -16.5% | -5.7% |
| 6M | +5.9% | +38.1% | -32.1% | -8.1% |
| YTD | +7.6% | +7.0% | +0.7% | +3.5% |
| 1Y | +2.4% | +6.5% | -4.1% | -1.4% |
| 3Y | +30.2% | -5.5% | +35.7% | +29.4% |
| 5Y | +41.4% | -0.4% | +41.7% | +34.6% |
| 10Y | +183.8% | +183.6% | +0.2% | +101.3% |
| All | +183.8% | +189.6% | -5.9% | +101.3% |
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 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