-18.0%
ROP vs ADVB
-97.5%
+79.5%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +4.2% | -7.1% | -2.9% |
| 7D | +2.1% | -13.9% | +16.1% | +2.1% |
| 30D | +32.9% | -68.1% | +101.0% | +33.1% |
| 3M | +20.0% | -73.4% | +93.4% | +20.3% |
| 6M | +36.4% | -70.8% | +107.2% | +36.3% |
| YTD | +7.8% | -66.1% | +73.9% | +7.4% |
| 1Y | +8.0% | -77.5% | +85.5% | +8.2% |
| All | -18.0% | -97.5% | +79.5% | -9.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling