+47.6%
ON vs ROP
+10.4%
+37.1%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +3.9% | -5.8% | +0.1% |
| 7D | -5.8% | +11.7% | -17.5% | -0.4% |
| 30D | -17.1% | +35.5% | -52.6% | -3.7% |
| 3M | -11.8% | +25.6% | -37.4% | -1.0% |
| 6M | -30.2% | +39.3% | -69.4% | -14.6% |
| YTD | +31.6% | +11.6% | +19.9% | +67.2% |
| 1Y | +47.6% | +10.6% | +36.9% | +89.0% |
| All | +47.6% | +10.4% | +37.1% | +89.0% |
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