-3.5%
ROP vs M
+100.8%
-104.3%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -4.6% | +1.7% | -2.5% |
| 7D | +2.1% | -4.3% | +6.4% | +2.5% |
| 30D | +32.9% | +1.3% | +31.6% | +32.8% |
| 3M | +20.0% | -7.4% | +27.4% | +20.7% |
| 6M | +36.4% | +18.3% | +18.1% | +33.7% |
| YTD | +7.8% | +7.6% | +0.3% | +6.5% |
| 1Y | +8.0% | +17.4% | -9.4% | +5.5% |
| 3Y | -3.5% | +108.4% | -111.8% | -11.0% |
| All | -3.5% | +100.8% | -104.3% | -11.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling