-11.8%
ROP vs ABCL
-41.3%
+29.5%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -1.2% | -2.4% | -3.5% |
| 7D | -4.4% | +0.7% | -5.1% | -4.5% |
| 30D | +3.2% | +93.1% | -89.8% | +0.3% |
| 3M | +23.1% | +79.4% | -56.4% | +19.6% |
| 6M | +13.3% | +214.9% | -201.6% | +7.0% |
| YTD | -7.9% | +234.2% | -242.1% | -13.5% |
| 1Y | -22.1% | +174.8% | -196.8% | -26.6% |
| 3Y | -16.8% | +104.5% | -121.3% | -22.1% |
| All | -11.8% | -41.3% | +29.5% | -15.2% |
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 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