-24.7%
LOW vs ROP
-24.5%
-0.2%
-30.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.5% | -0.6% | -1.0% |
| 7D | -2.6% | -8.0% | +5.4% | -1.6% |
| 30D | -11.1% | -2.7% | -8.4% | -10.9% |
| 3M | -8.5% | +16.6% | -25.1% | -9.6% |
| 6M | -20.8% | +10.4% | -31.2% | -21.5% |
| YTD | -17.2% | -12.1% | -5.1% | -15.1% |
| 1Y | -24.7% | -23.6% | -1.1% | -23.0% |
| All | -24.7% | -24.5% | -0.2% | -23.0% |
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 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