-8.5%
ROP vs AS
+133.7%
-142.2%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.3% | +2.0% | 0.0% |
| 7D | +9.2% | +7.1% | +2.1% | +8.5% |
| 30D | +35.5% | +12.8% | +22.7% | +34.0% |
| 3M | +24.4% | -14.7% | +39.2% | +26.1% |
| 6M | +38.0% | -9.9% | +48.0% | +39.1% |
| YTD | +11.1% | -16.1% | +27.2% | +12.4% |
| 1Y | +10.9% | +0.2% | +10.7% | +10.3% |
| All | -8.5% | +133.7% | -142.2% | -15.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AS.
Daily Out/Under-Performance
Portfolio return minus AS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AS 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 3y: compounded portfolio wealth divided by compounded AS 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…
3y analysis · Full analysis span regression · 6 months rolling