+23.9%
IR vs ROP
-5.1%
+29.0%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.4% | -0.7% | -0.4% |
| 7D | +2.5% | +0.7% | +1.8% | +2.3% |
| 30D | +9.2% | +28.8% | -19.6% | +0.3% |
| 3M | +0.9% | +21.1% | -20.1% | -5.4% |
| 6M | +19.2% | +52.5% | -33.3% | +0.9% |
| YTD | +7.5% | +8.9% | -1.4% | +7.8% |
| 1Y | +11.7% | +8.2% | +3.5% | +12.5% |
| 3Y | +23.9% | -5.2% | +29.1% | +35.8% |
| All | +23.9% | -5.1% | +29.0% | +35.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling