+53.9%
F vs ROP
-13.6%
+67.5%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -3.6% | +5.0% | +3.0% |
| 7D | +5.3% | -4.4% | +9.8% | +7.3% |
| 30D | +4.6% | +3.2% | +1.4% | +3.0% |
| 3M | -3.7% | +23.1% | -26.7% | -12.7% |
| 6M | +16.8% | +13.3% | +3.5% | +9.5% |
| YTD | +15.3% | -7.9% | +23.1% | +21.0% |
| 1Y | +31.0% | -22.1% | +53.1% | +52.7% |
| 3Y | +45.4% | -16.8% | +62.2% | +57.2% |
| All | +53.9% | -13.6% | +67.5% | +54.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling