+55.3%
O vs ROP
+132.1%
-76.8%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.3% | -0.2% | -0.9% |
| 7D | -2.3% | -6.1% | +3.9% | +0.3% |
| 30D | -2.4% | -3.4% | +0.9% | -1.2% |
| 3M | -0.6% | +16.7% | -17.3% | -7.5% |
| 6M | -5.0% | +8.1% | -13.1% | -9.1% |
| YTD | +10.4% | -11.7% | +22.1% | +15.0% |
| 1Y | +6.6% | -24.2% | +30.8% | +19.1% |
| 3Y | +28.4% | -19.0% | +47.4% | +35.8% |
| 5Y | +15.3% | -15.9% | +31.1% | +17.6% |
| 10Y | +55.3% | +135.7% | -80.4% | +10.5% |
| All | +55.3% | +132.1% | -76.8% | +10.5% |
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