+13.3%
ROP vs AS
-20.4%
+33.7%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +3.6% | -7.1% | -3.8% |
| 7D | -4.4% | -4.9% | +0.5% | -4.1% |
| 30D | +3.2% | -19.6% | +22.8% | +4.7% |
| 3M | +23.1% | -14.4% | +37.4% | +24.5% |
| 6M | +13.3% | -20.1% | +33.4% | +14.6% |
| All | +13.3% | -20.4% | +33.7% | +14.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling