-24.1%
ROP vs AS
+120.4%
-144.4%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +3.6% | -7.1% | -3.9% |
| 7D | -4.4% | -4.9% | +0.5% | -4.0% |
| 30D | +3.2% | -19.6% | +22.8% | +5.3% |
| 3M | +23.1% | -14.4% | +37.4% | +24.7% |
| 6M | +13.3% | -20.1% | +33.4% | +15.3% |
| YTD | -7.9% | -20.9% | +13.1% | -6.2% |
| 1Y | -22.1% | -21.9% | -0.2% | -20.7% |
| All | -24.1% | +120.4% | -144.4% | -29.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling