+8.3%
ROP vs CP
+32.2%
-23.9%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -1.7% | -1.2% | -2.5% |
| 7D | +2.1% | +2.8% | -0.6% | +1.6% |
| 30D | +32.9% | +10.2% | +22.7% | +30.6% |
| 3M | +20.3% | +2.4% | +18.0% | +19.5% |
| 6M | +36.8% | +7.7% | +29.1% | +35.2% |
| YTD | +8.1% | +26.0% | -17.9% | +3.0% |
| 1Y | +8.3% | +34.6% | -26.4% | +0.2% |
| All | +8.3% | +32.2% | -23.9% | +0.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CP.
Daily Out/Under-Performance
Portfolio return minus CP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CP 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 CP 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