+14.9%
O vs ROP
-13.6%
+28.5%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.6% | +2.8% | +0.1% |
| 7D | -0.7% | -4.4% | +3.7% | +0.4% |
| 30D | -1.9% | +3.2% | -5.1% | -2.7% |
| 3M | +3.8% | +23.1% | -19.2% | -1.9% |
| 6M | -4.7% | +13.3% | -18.1% | -8.2% |
| YTD | +12.5% | -7.9% | +20.3% | +15.6% |
| 1Y | +10.8% | -22.1% | +32.9% | +20.8% |
| 3Y | +28.8% | -16.8% | +45.6% | +34.0% |
| All | +14.9% | -13.6% | +28.5% | +12.5% |
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 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