+76.2%
O vs ROP
+185.2%
-109.0%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.4% | -1.2% | -0.9% |
| 7D | -0.4% | +0.7% | -1.1% | -0.7% |
| 30D | +7.1% | +28.8% | -21.7% | -3.9% |
| 3M | -5.2% | +21.1% | -26.3% | -12.9% |
| 6M | -1.8% | +52.5% | -54.3% | -18.9% |
| YTD | +9.1% | +8.9% | +0.2% | +3.8% |
| 1Y | +9.7% | +8.2% | +1.4% | +4.6% |
| 3Y | +39.1% | -5.2% | +44.3% | +38.3% |
| 5Y | +8.4% | +1.7% | +6.6% | +2.2% |
| All | +76.2% | +185.2% | -109.0% | +24.9% |
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