+9.3%
ROP vs ACI
+25.9%
-16.6%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.3% | -3.3% | -3.5% |
| 7D | -4.4% | +0.2% | -4.6% | -4.5% |
| 30D | +3.2% | +5.9% | -2.7% | +2.8% |
| 3M | +23.1% | -19.8% | +42.8% | +24.7% |
| 6M | +13.3% | -24.7% | +38.0% | +15.4% |
| YTD | -7.9% | -24.4% | +16.5% | -6.3% |
| 1Y | -22.1% | -31.5% | +9.4% | -20.1% |
| 3Y | -16.8% | -38.7% | +21.9% | -14.1% |
| 5Y | -13.5% | -42.8% | +29.3% | -11.2% |
| All | +9.3% | +25.9% | -16.6% | +5.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling