+3.0%
ROP vs ABCL
-16.0%
+19.0%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -4.1% | +4.8% | +0.8% |
| 7D | -2.9% | -2.7% | -0.3% | -2.9% |
| 30D | +30.1% | -5.4% | +35.5% | +30.1% |
| 3M | +19.9% | +22.4% | -2.6% | +18.4% |
| 6M | +46.0% | +127.6% | -81.6% | +39.6% |
| YTD | +8.4% | +249.4% | -241.1% | +0.9% |
| 1Y | +8.8% | +198.0% | -189.2% | +2.0% |
| 3Y | -5.6% | +195.8% | -201.4% | -14.2% |
| 5Y | +3.0% | -20.6% | +23.6% | -0.8% |
| All | +3.0% | -16.0% | +19.0% | -0.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling