+79.8%
F vs ROP
+195.2%
-115.4%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.9% | +2.2% | +0.7% |
| 7D | +1.6% | +2.1% | -0.6% | +0.5% |
| 30D | +2.6% | +32.9% | -30.3% | -11.5% |
| 3M | -8.8% | +20.0% | -28.8% | -17.3% |
| 6M | +4.6% | +36.4% | -31.8% | -12.3% |
| YTD | -1.9% | +7.8% | -9.7% | -7.3% |
| 1Y | -0.8% | +8.0% | -8.8% | -6.4% |
| 3Y | +43.5% | -3.5% | +47.0% | +42.0% |
| 5Y | -12.1% | +1.5% | -13.5% | -16.5% |
| All | +79.8% | +195.2% | -115.4% | -2.3% |
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