-23.7%
ROP vs ACI
-33.6%
+9.8%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -3.3% | +0.4% | -2.7% |
| 7D | -5.4% | -2.6% | -2.8% | -5.3% |
| 30D | -1.6% | +1.1% | -2.7% | -1.6% |
| 3M | +18.8% | -23.6% | +42.5% | +19.2% |
| 6M | +8.2% | -29.9% | +38.2% | +9.1% |
| YTD | -10.5% | -26.9% | +16.4% | -10.1% |
| 1Y | -23.7% | -34.2% | +10.5% | -21.3% |
| All | -23.7% | -33.6% | +9.8% | -21.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ACI.
Daily Out/Under-Performance
Portfolio return minus ACI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACI 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 1y: compounded portfolio wealth divided by compounded ACI 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…
1y analysis · Full analysis span regression · 6 months rolling