+108.5%
RF vs ROP
-3.5%
+112.1%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.9% | +2.6% | +0.6% |
| 7D | -0.9% | +2.1% | -3.1% | -1.6% |
| 30D | +6.0% | +32.9% | -26.9% | -4.0% |
| 3M | -8.9% | +20.3% | -29.2% | -14.8% |
| 6M | +2.3% | +36.8% | -34.4% | -9.3% |
| YTD | +7.6% | +8.1% | -0.5% | +6.3% |
| 1Y | +21.2% | +8.3% | +12.9% | +19.7% |
| 3Y | +108.5% | -3.2% | +111.8% | +115.8% |
| All | +108.5% | -3.5% | +112.1% | +115.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling