-6.5%
IR vs ROP
-23.1%
+16.6%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.9% | +1.2% | -1.4% |
| 7D | +0.6% | -5.4% | +6.0% | +1.0% |
| 30D | -13.6% | -1.6% | -12.0% | -13.5% |
| 3M | +3.7% | +18.8% | -15.2% | +2.2% |
| 6M | -13.1% | +8.2% | -21.3% | -13.8% |
| YTD | -5.1% | -10.5% | +5.4% | -4.0% |
| 1Y | -6.5% | -23.7% | +17.3% | -3.3% |
| All | -6.5% | -23.1% | +16.6% | -3.3% |
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