+10.7%
O vs ROP
+1.4%
+9.3%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.9% | +2.2% | 0.0% |
| 7D | +3.7% | +2.1% | +1.6% | +3.1% |
| 30D | +11.2% | +32.9% | -21.7% | +3.4% |
| 3M | -4.0% | +20.3% | -24.3% | -8.5% |
| 6M | -5.2% | +36.8% | -42.0% | -12.9% |
| YTD | +9.5% | +8.1% | +1.4% | +7.9% |
| 1Y | +10.6% | +8.3% | +2.3% | +8.9% |
| 3Y | +38.1% | -3.2% | +41.4% | +38.4% |
| All | +10.7% | +1.4% | +9.3% | +6.6% |
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