+556.1%
ON vs ROP
+183.0%
+373.1%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +0.7% | +5.1% | +5.3% |
| 7D | +3.3% | -2.9% | +6.3% | +5.3% |
| 30D | -3.1% | +30.1% | -33.2% | -20.2% |
| 3M | -9.2% | +19.9% | -29.1% | -21.5% |
| 6M | -31.4% | +46.0% | -77.4% | -51.0% |
| YTD | +36.0% | +8.4% | +27.6% | +21.1% |
| 1Y | +52.0% | +8.8% | +43.2% | +34.9% |
| 3Y | +9.3% | -5.6% | +14.9% | +9.1% |
| 5Y | +26.5% | +3.0% | +23.5% | +16.0% |
| 10Y | +556.1% | +184.0% | +372.1% | +135.0% |
| All | +556.1% | +183.0% | +373.1% | +135.0% |
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 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