+12.6%
IR vs ROP
+7.0%
+5.6%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -1.0% | +5.7% | +4.7% |
| 7D | +5.0% | -1.6% | +6.7% | +5.0% |
| 30D | +10.3% | +29.5% | -19.2% | +9.0% |
| 3M | -0.1% | +17.5% | -17.6% | -0.5% |
| 6M | +14.8% | +38.1% | -23.3% | +12.5% |
| YTD | +9.7% | +7.0% | +2.8% | +14.0% |
| All | +12.6% | +7.0% | +5.6% | +17.8% |
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