+67.3%
F vs ROP
+185.2%
-117.9%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.4% | -0.4% | -0.1% |
| 7D | -3.1% | +0.7% | -3.8% | -3.5% |
| 30D | 0.0% | +28.8% | -28.8% | -12.3% |
| 3M | -13.2% | +21.1% | -34.3% | -21.6% |
| 6M | -10.2% | +52.5% | -62.7% | -28.9% |
| YTD | -4.9% | +8.9% | -13.8% | -10.6% |
| 1Y | -6.1% | +8.2% | -14.3% | -11.4% |
| 3Y | +46.0% | -5.2% | +51.1% | +46.2% |
| 5Y | -15.7% | +1.7% | -17.4% | -20.0% |
| All | +67.3% | +185.2% | -117.9% | -8.1% |
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