+96.9%
NI vs ROP
-15.3%
+112.2%
-24.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -2.9% | +4.1% | +1.9% |
| 7D | +2.3% | -5.4% | +7.7% | +3.6% |
| 30D | -1.7% | -1.6% | 0.0% | -1.4% |
| 3M | -8.0% | +18.8% | -26.8% | -12.4% |
| 6M | -8.6% | +8.2% | -16.8% | -10.9% |
| YTD | +2.3% | -10.5% | +12.8% | +6.0% |
| 1Y | +6.9% | -23.7% | +30.7% | +17.2% |
| 3Y | +70.6% | -17.9% | +88.4% | +78.7% |
| All | +96.9% | -15.3% | +112.2% | +93.3% |
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