+48.1%
F vs ROP
-5.2%
+53.3%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.6% | -2.5% | -2.0% |
| 7D | -0.2% | +0.2% | -0.4% | -0.3% |
| 30D | +0.9% | +30.3% | -29.4% | -4.4% |
| 3M | -11.3% | +17.8% | -29.1% | -14.3% |
| 6M | +2.0% | +38.9% | -36.9% | -4.3% |
| YTD | -3.2% | +7.6% | -10.8% | -0.6% |
| 1Y | -3.5% | +6.5% | -10.0% | -0.5% |
| 3Y | +48.1% | -6.3% | +54.4% | +66.3% |
| All | +48.1% | -5.2% | +53.3% | +66.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling