-5.2%
ROP vs CP
+36.4%
-41.6%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.5% | +0.9% | +0.6% |
| 7D | +0.7% | +2.1% | -1.4% | +0.1% |
| 30D | +28.8% | +9.3% | +19.5% | +25.9% |
| 3M | +21.1% | +0.5% | +20.6% | +20.7% |
| 6M | +52.5% | +10.4% | +42.1% | +48.6% |
| YTD | +8.9% | +28.7% | -19.8% | +1.4% |
| 1Y | +8.2% | +33.2% | -24.9% | -0.2% |
| 3Y | -5.2% | +38.4% | -43.6% | -12.1% |
| All | -5.2% | +36.4% | -41.6% | -12.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling