+17.8%
ROP vs ABCL
-80.5%
+98.3%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +6.7% | -9.7% | -3.0% |
| 7D | +2.1% | -3.2% | +5.3% | +2.2% |
| 30D | +32.9% | -7.4% | +40.3% | +33.0% |
| 3M | +20.3% | +81.9% | -61.6% | +18.3% |
| 6M | +36.8% | +135.7% | -99.0% | +33.2% |
| YTD | +8.1% | +247.4% | -239.3% | +3.9% |
| 1Y | +8.3% | +162.3% | -154.0% | +4.7% |
| 3Y | -3.2% | +165.5% | -168.7% | -7.9% |
| 5Y | +1.7% | -21.3% | +23.0% | -2.9% |
| All | +17.8% | -80.5% | +98.3% | +5.4% |
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