-22.1%
ROP vs ADVB
+5.8%
-27.9%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.7% | -2.9% | -3.6% |
| 7D | -4.4% | -3.8% | -0.7% | -4.4% |
| 30D | +3.2% | +17.6% | -14.3% | +3.3% |
| 3M | +23.1% | +119.1% | -96.1% | +23.0% |
| 6M | +13.3% | +103.4% | -90.1% | +13.6% |
| YTD | -7.9% | +59.8% | -67.7% | -7.6% |
| 1Y | -22.1% | +8.5% | -30.6% | -22.2% |
| All | -22.1% | +5.8% | -27.9% | -22.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ADVB.
Daily Out/Under-Performance
Portfolio return minus ADVB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADVB 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 ADVB 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