+28.2%
ROP vs ACI
+29.9%
-1.7%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -3.4% | +0.5% | -2.6% |
| 7D | +2.1% | -2.2% | +4.4% | +2.4% |
| 30D | +32.9% | +10.3% | +22.6% | +31.9% |
| 3M | +20.3% | +7.2% | +13.1% | +19.7% |
| 6M | +36.8% | -18.0% | +54.8% | +38.3% |
| YTD | +8.1% | -22.0% | +30.1% | +9.7% |
| 1Y | +8.3% | -23.4% | +31.6% | +10.0% |
| 3Y | -3.2% | -35.8% | +32.6% | -0.5% |
| 5Y | +1.7% | -43.7% | +45.4% | +4.5% |
| All | +28.2% | +29.9% | -1.7% | +23.8% |
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