+16.5%
ROP vs ABCL
-79.5%
+96.1%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +5.2% | -6.3% | -1.1% |
| 7D | -1.6% | +12.4% | -14.1% | -1.8% |
| 30D | +29.5% | -0.4% | +29.9% | +29.5% |
| 3M | +17.5% | +80.4% | -62.8% | +15.6% |
| 6M | +38.1% | +138.5% | -100.5% | +34.5% |
| YTD | +7.0% | +265.5% | -258.5% | +2.8% |
| 1Y | +6.5% | +219.7% | -213.2% | +2.6% |
| 3Y | -5.5% | +209.4% | -214.9% | -10.3% |
| 5Y | -0.4% | -15.0% | +14.6% | -4.9% |
| All | +16.5% | -79.5% | +96.1% | +4.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ABCL.
Daily Out/Under-Performance
Portfolio return minus ABCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ABCL 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 10y: compounded portfolio wealth divided by compounded ABCL 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…
10y analysis · Full analysis span regression · 6 months rolling