+275.1%
P vs ROP
+1.6%
+273.5%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +0.7% | +3.8% | +4.3% |
| 7D | -4.7% | -2.9% | -1.8% | -4.0% |
| 30D | -31.4% | +30.1% | -61.5% | -37.3% |
| 3M | -2.6% | +19.9% | -22.5% | -8.8% |
| 6M | +21.9% | +46.0% | -24.1% | +2.5% |
| YTD | +58.9% | +8.4% | +50.6% | +56.3% |
| 1Y | +21.7% | +8.8% | +12.9% | +19.2% |
| 3Y | +193.3% | -5.6% | +198.9% | +212.3% |
| 5Y | +275.1% | +3.0% | +272.1% | +269.7% |
| All | +275.1% | +1.6% | +273.5% | +269.7% |
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