+948.1%
FIX vs ROP
+1.1%
+947.0%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -2.9% | +8.4% | +5.9% |
| 7D | -17.5% | +2.1% | -19.6% | -18.0% |
| 30D | -41.6% | +32.9% | -74.5% | -45.7% |
| 3M | -40.6% | +20.0% | -60.6% | -43.4% |
| 6M | -49.4% | +36.4% | -85.8% | -54.8% |
| YTD | +9.2% | +7.8% | +1.3% | +10.5% |
| 1Y | +6.5% | +8.0% | -1.5% | +7.5% |
| 3Y | +448.7% | -3.5% | +452.2% | +489.6% |
| All | +948.1% | +1.1% | +947.0% | +933.0% |
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 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