+54.8%
ON vs ROP
-21.5%
+76.2%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -3.6% | +4.6% | -0.5% |
| 7D | +2.4% | -4.4% | +6.9% | +0.5% |
| 30D | -3.3% | +3.2% | -6.5% | -1.8% |
| 3M | -43.6% | +23.1% | -66.6% | -38.9% |
| 6M | +19.0% | +13.3% | +5.6% | +29.5% |
| YTD | +37.4% | -7.9% | +45.2% | +59.4% |
| 1Y | +54.8% | -22.1% | +76.8% | +99.0% |
| All | +54.8% | -21.5% | +76.2% | +99.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling