+0.6%
ROP vs CP
+24.4%
-23.8%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -1.7% | -1.2% | -2.4% |
| 7D | +2.1% | +2.8% | -0.6% | +1.3% |
| 30D | +32.9% | +10.2% | +22.7% | +29.0% |
| 3M | +20.0% | +2.4% | +17.7% | +19.1% |
| 6M | +36.4% | +7.7% | +28.7% | +33.1% |
| YTD | +7.8% | +26.0% | -18.2% | -0.7% |
| 1Y | +8.0% | +34.6% | -26.6% | -2.8% |
| 3Y | -3.5% | +26.7% | -30.2% | -13.2% |
| All | +0.6% | +24.4% | -23.8% | -10.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling