+777.0%
FIX vs ROP
-16.7%
+793.7%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -3.6% | +5.5% | +1.8% |
| 7D | +6.0% | -4.4% | +10.5% | +6.0% |
| 30D | -7.2% | +3.2% | -10.5% | -7.2% |
| 3M | -15.9% | +23.1% | -38.9% | -18.0% |
| 6M | +12.7% | +13.3% | -0.6% | +12.1% |
| YTD | +72.8% | -7.9% | +80.6% | +88.6% |
| 1Y | +122.9% | -22.1% | +144.9% | +169.5% |
| All | +777.0% | -16.7% | +793.7% | +927.0% |
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