+90.1%
RF vs ROP
-13.6%
+103.7%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.6% | +3.5% | +1.5% |
| 7D | +1.3% | -4.4% | +5.8% | +3.3% |
| 30D | -3.6% | +3.2% | -6.8% | -5.1% |
| 3M | +8.1% | +23.1% | -15.0% | -2.3% |
| 6M | +11.5% | +13.3% | -1.8% | +4.4% |
| YTD | +15.6% | -7.9% | +23.4% | +19.6% |
| 1Y | +15.7% | -22.1% | +37.7% | +31.1% |
| 3Y | +86.9% | -16.8% | +103.7% | +103.4% |
| All | +90.1% | -13.6% | +103.7% | +93.9% |
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