+3.9%
P vs ROP
+8.5%
-4.6%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -2.9% | +6.5% | +2.3% |
| 7D | -23.8% | +2.1% | -26.0% | -22.9% |
| 30D | -36.6% | +32.9% | -69.5% | -29.4% |
| 3M | +10.9% | +20.3% | -9.5% | +20.4% |
| 6M | +30.0% | +36.8% | -6.8% | +43.4% |
| YTD | +44.4% | +8.1% | +36.3% | +52.1% |
| 1Y | +3.9% | +8.3% | -4.3% | +8.9% |
| All | +3.9% | +8.5% | -4.6% | +8.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling