+8.3%
ROP vs M
+15.5%
-7.2%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -4.6% | +1.7% | -2.6% |
| 7D | +2.1% | -4.3% | +6.4% | +2.4% |
| 30D | +32.9% | +1.3% | +31.6% | +32.9% |
| 3M | +20.3% | -7.4% | +27.7% | +20.6% |
| 6M | +36.8% | +18.3% | +18.4% | +35.2% |
| YTD | +8.1% | +7.6% | +0.5% | +7.6% |
| 1Y | +8.3% | +17.4% | -9.1% | +5.3% |
| All | +8.3% | +15.5% | -7.2% | +5.3% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 M 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