+42.1%
RF vs ROP
+1.1%
+41.0%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.9% | +2.6% | +0.8% |
| 7D | -0.9% | +2.1% | -3.1% | -1.8% |
| 30D | +6.0% | +32.9% | -26.9% | -6.2% |
| 3M | -8.9% | +20.0% | -28.9% | -16.0% |
| 6M | +2.3% | +36.4% | -34.1% | -11.6% |
| YTD | +7.6% | +7.8% | -0.3% | +4.0% |
| 1Y | +21.2% | +8.0% | +13.2% | +17.0% |
| 3Y | +108.5% | -3.5% | +112.0% | +112.9% |
| All | +42.1% | +1.1% | +41.0% | +33.8% |
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