+3,800.0%
FIX vs ROP
+189.6%
+3,610.3%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | -1.0% | +10.4% | +9.9% |
| 7D | -7.2% | -1.6% | -5.6% | -7.0% |
| 30D | -35.1% | +29.5% | -64.7% | -44.7% |
| 3M | -34.3% | +17.5% | -51.8% | -41.4% |
| 6M | -42.9% | +38.1% | -81.0% | -55.5% |
| YTD | +19.5% | +7.0% | +12.5% | +8.8% |
| 1Y | +16.8% | +6.5% | +10.3% | +6.6% |
| 3Y | +506.7% | -5.5% | +512.2% | +495.7% |
| 5Y | +1,046.7% | -0.4% | +1,047.1% | +967.0% |
| 10Y | +3,800.0% | +183.6% | +3,616.4% | +1,737.3% |
| All | +3,800.0% | +189.6% | +3,610.3% | +1,737.3% |
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 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