+591.8%
ON vs ROP
+132.1%
+459.7%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.3% | +1.2% | +0.8% |
| 7D | -1.9% | -6.1% | +4.2% | +2.5% |
| 30D | -11.0% | -3.4% | -7.7% | -9.3% |
| 3M | -39.3% | +16.7% | -56.0% | -48.0% |
| 6M | +19.8% | +8.1% | +11.8% | +7.4% |
| YTD | +31.1% | -11.7% | +42.8% | +36.6% |
| 1Y | +46.0% | -24.2% | +70.2% | +73.6% |
| 3Y | -27.5% | -19.0% | -8.6% | -19.6% |
| 5Y | +56.9% | -15.9% | +72.8% | +67.5% |
| 10Y | +591.8% | +135.7% | +456.1% | +230.3% |
| All | +591.8% | +132.1% | +459.7% | +230.3% |
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