+95.1%
F vs ROP
+140.4%
-45.3%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -3.6% | +5.0% | +3.3% |
| 7D | +5.3% | -4.4% | +9.8% | +7.7% |
| 30D | +4.6% | +3.2% | +1.4% | +2.8% |
| 3M | -3.7% | +23.1% | -26.7% | -14.3% |
| 6M | +16.8% | +13.3% | +3.5% | +7.7% |
| YTD | +15.3% | -7.9% | +23.1% | +18.3% |
| 1Y | +31.0% | -22.1% | +53.1% | +48.2% |
| 3Y | +45.4% | -16.8% | +62.2% | +55.6% |
| 5Y | +54.7% | -13.5% | +68.2% | +59.8% |
| All | +95.1% | +140.4% | -45.3% | +11.9% |
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 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