+345.2%
IR vs ROP
+125.4%
+219.8%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -1.0% | +5.7% | +5.3% |
| 7D | +5.0% | -1.6% | +6.7% | +5.8% |
| 30D | +10.3% | +29.5% | -19.2% | -6.7% |
| 3M | -0.1% | +17.5% | -17.6% | -10.6% |
| 6M | +14.8% | +38.1% | -23.3% | -8.6% |
| YTD | +9.7% | +7.0% | +2.8% | +2.2% |
| 1Y | +12.2% | +6.5% | +5.7% | +4.7% |
| 3Y | +30.0% | -5.5% | +35.5% | +30.7% |
| 5Y | +46.8% | -0.4% | +47.2% | +40.8% |
| All | +345.2% | +125.4% | +219.8% | +147.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling