+21.7%
P vs ROP
+7.5%
+14.3%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +0.7% | +3.8% | +4.7% |
| 7D | -4.7% | -2.9% | -1.8% | -5.9% |
| 30D | -31.4% | +30.1% | -61.5% | -23.9% |
| 3M | -2.6% | +19.9% | -22.5% | +6.0% |
| 6M | +21.9% | +46.0% | -24.1% | +35.2% |
| YTD | +58.9% | +8.4% | +50.6% | +64.6% |
| 1Y | +21.7% | +8.8% | +12.9% | +25.6% |
| All | +21.7% | +7.5% | +14.3% | +25.6% |
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 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