+69.0%
F vs ROP
+183.0%
-114.0%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.7% | -0.9% | -0.6% |
| 7D | -2.1% | -2.9% | +0.8% | -0.7% |
| 30D | +3.3% | +30.1% | -26.7% | -9.9% |
| 3M | -11.3% | +19.9% | -31.2% | -19.5% |
| 6M | +5.3% | +46.0% | -40.7% | -14.8% |
| YTD | -2.2% | +8.4% | -10.6% | -7.9% |
| 1Y | -3.5% | +8.8% | -12.4% | -9.4% |
| 3Y | +49.5% | -5.6% | +55.2% | +50.2% |
| 5Y | -13.5% | +3.0% | -16.5% | -18.6% |
| 10Y | +69.0% | +184.0% | -115.0% | -7.6% |
| All | +69.0% | +183.0% | -114.0% | -7.6% |
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