+281.3%
P vs ROP
-13.6%
+294.9%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -3.6% | +5.0% | +2.7% |
| 7D | +6.5% | -4.4% | +11.0% | +8.4% |
| 30D | +18.8% | +3.2% | +15.6% | +16.9% |
| 3M | +26.7% | +23.1% | +3.7% | +13.1% |
| 6M | +62.2% | +13.3% | +48.9% | +50.4% |
| YTD | +48.5% | -7.9% | +56.4% | +54.2% |
| 1Y | +26.4% | -22.1% | +48.4% | +45.5% |
| 3Y | +159.4% | -16.8% | +176.2% | +184.5% |
| All | +281.3% | -13.6% | +294.9% | +293.8% |
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