+238.6%
P vs ROP
+1.1%
+237.5%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -2.9% | +6.5% | +4.3% |
| 7D | -23.8% | +2.1% | -26.0% | -24.4% |
| 30D | -36.6% | +32.9% | -69.5% | -42.5% |
| 3M | +10.9% | +20.0% | -9.2% | +3.7% |
| 6M | +30.0% | +36.4% | -6.4% | +12.8% |
| YTD | +44.4% | +7.8% | +36.5% | +42.2% |
| 1Y | +3.9% | +8.0% | -4.1% | +2.1% |
| 3Y | +176.6% | -3.5% | +180.1% | +189.5% |
| All | +238.6% | +1.1% | +237.5% | +239.5% |
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