-6.3%
ROP vs ABCL
+210.0%
-216.2%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.3% | +0.9% | +0.6% |
| 7D | +0.2% | +2.3% | -2.1% | +0.2% |
| 30D | +30.3% | -0.7% | +31.0% | +30.3% |
| 3M | +17.8% | +33.4% | -15.6% | +16.8% |
| 6M | +38.9% | +137.8% | -98.9% | +35.3% |
| YTD | +7.6% | +264.3% | -256.7% | +3.0% |
| 1Y | +6.5% | +209.2% | -202.7% | +2.3% |
| All | -6.3% | +210.0% | -216.2% | -12.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling