+7.8%
LOW vs ROP
-16.4%
+24.2%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.3% | +0.2% | -0.5% |
| 7D | -0.6% | -6.1% | +5.5% | +2.2% |
| 30D | -9.3% | -3.4% | -5.9% | -8.0% |
| 3M | -8.1% | +16.7% | -24.8% | -14.9% |
| 6M | -19.8% | +8.1% | -27.8% | -23.2% |
| YTD | -16.4% | -11.7% | -4.7% | -11.2% |
| 1Y | -24.7% | -24.2% | -0.4% | -12.7% |
| 3Y | -8.8% | -19.0% | +10.1% | -1.5% |
| 5Y | +7.8% | -15.9% | +23.6% | +9.8% |
| All | +7.8% | -16.4% | +24.2% | +9.8% |
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 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