+27.6%
IR vs ROP
-3.8%
+31.3%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -2.9% | +4.3% | +2.3% |
| 7D | +3.7% | +2.1% | +1.5% | +2.9% |
| 30D | +7.4% | +32.9% | -25.5% | -2.4% |
| 3M | -5.9% | +20.0% | -26.0% | -11.6% |
| 6M | +5.6% | +36.4% | -30.8% | -6.2% |
| YTD | +4.8% | +7.8% | -3.0% | +5.5% |
| 1Y | +6.9% | +8.0% | -1.0% | +7.4% |
| 3Y | +27.6% | -3.5% | +31.0% | +37.7% |
| All | +27.6% | -3.8% | +31.3% | +37.7% |
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 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