+13.8%
FIX vs ROP
+7.7%
+6.1%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.6% | -1.3% | -0.2% |
| 7D | -13.9% | +0.2% | -14.1% | -13.2% |
| 30D | -35.5% | +30.3% | -65.9% | -20.9% |
| 3M | -33.9% | +17.8% | -51.7% | -23.9% |
| 6M | -43.3% | +38.9% | -82.2% | -26.4% |
| YTD | +18.7% | +7.6% | +11.0% | +41.9% |
| 1Y | +13.8% | +6.5% | +7.3% | +37.6% |
| All | +13.8% | +7.7% | +6.1% | +37.6% |
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