+43.8%
EXC vs ROP
+1.1%
+42.7%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.9% | +1.0% | -1.2% |
| 7D | -1.2% | +2.1% | -3.3% | -1.7% |
| 30D | +10.0% | +32.9% | -23.0% | +2.7% |
| 3M | +1.6% | +20.0% | -18.4% | -2.9% |
| 6M | +3.3% | +36.4% | -33.2% | -4.7% |
| YTD | +7.6% | +7.8% | -0.3% | +6.3% |
| 1Y | +3.5% | +8.0% | -4.5% | +2.2% |
| 3Y | +27.7% | -3.5% | +31.1% | +27.8% |
| All | +43.8% | +1.1% | +42.7% | +36.9% |
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