+193.4%
NI vs ROP
+185.2%
+8.2%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.4% | +0.1% | +0.4% |
| 7D | +4.3% | +0.7% | +3.6% | +4.0% |
| 30D | +12.4% | +28.8% | -16.4% | +2.6% |
| 3M | +10.2% | +21.1% | -10.9% | +2.6% |
| 6M | -0.8% | +52.5% | -53.3% | -15.9% |
| YTD | +13.2% | +8.9% | +4.4% | +8.7% |
| 1Y | +10.1% | +8.2% | +1.8% | +5.8% |
| 3Y | +103.1% | -5.2% | +108.3% | +103.1% |
| 5Y | +115.5% | +1.7% | +113.8% | +105.9% |
| All | +193.4% | +185.2% | +8.2% | +106.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling