+2,105.4%
FIX vs ROP
-13.6%
+2,119.0%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -3.6% | +5.5% | +3.0% |
| 7D | +6.0% | -4.4% | +10.5% | +7.4% |
| 30D | -7.2% | +3.2% | -10.5% | -8.4% |
| 3M | -15.9% | +23.1% | -38.9% | -23.7% |
| 6M | +12.7% | +13.3% | -0.6% | +5.4% |
| YTD | +72.8% | -7.9% | +80.6% | +81.6% |
| 1Y | +122.9% | -22.1% | +144.9% | +162.5% |
| 3Y | +774.3% | -16.8% | +791.1% | +869.2% |
| All | +2,105.4% | -13.6% | +2,119.0% | +2,159.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling