+14.5%
NET vs ROP
+10.1%
+4.3%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +3.9% | -6.5% | -3.3% |
| 7D | -16.4% | +11.7% | -28.1% | -18.4% |
| 30D | -25.8% | +35.5% | -61.3% | -31.8% |
| 3M | -11.5% | +25.3% | -36.9% | -16.3% |
| 6M | +18.9% | +38.9% | -20.0% | +6.0% |
| YTD | +35.2% | +11.4% | +23.9% | +18.5% |
| 1Y | +14.5% | +10.3% | +4.1% | +0.7% |
| All | +14.5% | +10.1% | +4.3% | +0.7% |
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 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