+494.2%
FIX vs ROP
-5.1%
+499.3%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.4% | -1.8% | -1.3% |
| 7D | +9.4% | +0.7% | +8.7% | +9.6% |
| 30D | -27.8% | +28.8% | -56.6% | -25.5% |
| 3M | -35.6% | +21.1% | -56.6% | -33.6% |
| 6M | -45.2% | +52.5% | -97.8% | -45.6% |
| YTD | +19.5% | +8.9% | +10.6% | +34.6% |
| 1Y | +24.2% | +8.2% | +16.0% | +40.2% |
| 3Y | +494.2% | -5.2% | +499.3% | +600.9% |
| All | +494.2% | -5.1% | +499.3% | +600.9% |
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