+18.7%
ON vs ROP
-0.2%
+19.0%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.2% | -1.0% | +10.2% | +9.6% |
| 7D | -1.4% | -1.6% | +0.2% | -0.9% |
| 30D | -10.9% | +29.5% | -40.4% | -21.1% |
| 3M | -14.9% | +17.5% | -32.4% | -21.5% |
| 6M | -33.0% | +38.1% | -71.1% | -45.1% |
| YTD | +27.6% | +7.0% | +20.6% | +25.9% |
| 1Y | +44.5% | +6.5% | +38.0% | +43.0% |
| 3Y | +7.4% | -5.5% | +12.9% | +16.9% |
| 5Y | +18.7% | -0.4% | +19.1% | +13.6% |
| All | +18.7% | -0.2% | +19.0% | +13.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling