+48.4%
IR vs ROP
-13.6%
+62.0%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -3.6% | +4.8% | +3.2% |
| 7D | -2.8% | -4.4% | +1.6% | -0.5% |
| 30D | -15.1% | +3.2% | -18.4% | -16.8% |
| 3M | +6.1% | +23.1% | -17.0% | -6.5% |
| 6M | -16.8% | +13.3% | -30.1% | -23.5% |
| YTD | -3.5% | -7.9% | +4.3% | +1.0% |
| 1Y | -3.5% | -22.1% | +18.6% | +13.4% |
| 3Y | +9.5% | -16.8% | +26.3% | +21.7% |
| All | +48.4% | -13.6% | +62.0% | +55.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling