+6.5%
FIX vs ROP
+8.2%
-1.8%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -2.9% | +8.4% | +3.2% |
| 7D | -17.5% | +2.1% | -19.6% | -15.5% |
| 30D | -41.6% | +32.9% | -74.5% | -27.4% |
| 3M | -40.6% | +20.0% | -60.6% | -30.7% |
| 6M | -49.4% | +36.4% | -85.8% | -34.7% |
| YTD | +9.2% | +7.8% | +1.3% | +31.2% |
| 1Y | +6.5% | +8.0% | -1.5% | +27.6% |
| All | +6.5% | +8.2% | -1.8% | +27.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling