-24.5%
ON vs ROP
-15.8%
-8.7%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -3.6% | +4.6% | +1.5% |
| 7D | +2.4% | -4.4% | +6.9% | +3.2% |
| 30D | -3.3% | +3.2% | -6.5% | -3.9% |
| 3M | -43.6% | +23.1% | -66.6% | -47.1% |
| 6M | +19.0% | +13.3% | +5.6% | +15.1% |
| YTD | +37.4% | -7.9% | +45.2% | +52.2% |
| 1Y | +54.8% | -22.1% | +76.8% | +96.4% |
| All | -24.5% | -15.8% | -8.7% | -0.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling