+11.3%
IR vs ROP
+7.7%
+3.6%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.6% | -1.8% | -1.2% |
| 7D | +1.5% | +0.2% | +1.3% | +1.5% |
| 30D | +9.0% | +30.3% | -21.3% | +7.7% |
| 3M | -0.9% | +17.8% | -18.6% | -1.3% |
| 6M | +13.4% | +38.9% | -25.5% | +11.2% |
| YTD | +8.5% | +7.6% | +0.8% | +12.6% |
| 1Y | +11.3% | +6.5% | +4.8% | +16.4% |
| All | +11.3% | +7.7% | +3.6% | +16.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling