+652.6%
P vs ROP
+185.1%
+467.6%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.6% | -1.4% | -1.1% |
| 7D | -13.3% | +0.2% | -13.5% | -13.6% |
| 30D | -34.0% | +30.3% | -64.3% | -43.9% |
| 3M | +4.1% | +17.8% | -13.7% | -7.2% |
| 6M | +30.5% | +38.9% | -8.4% | +2.4% |
| YTD | +52.2% | +7.6% | +44.6% | +39.7% |
| 1Y | +10.3% | +6.5% | +3.8% | +1.8% |
| 3Y | +180.9% | -6.3% | +187.1% | +179.7% |
| 5Y | +259.7% | +0.9% | +258.8% | +235.1% |
| 10Y | +652.6% | +180.7% | +471.9% | +290.4% |
| All | +652.6% | +185.1% | +467.6% | +290.4% |
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