-11.8%
ROP vs M
+27.3%
-39.1%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +2.6% | -6.1% | -3.8% |
| 7D | -4.4% | +4.7% | -9.2% | -4.9% |
| 30D | +3.2% | -9.6% | +12.9% | +4.2% |
| 3M | +23.1% | +0.9% | +22.2% | +22.6% |
| 6M | +13.3% | +22.3% | -9.0% | +10.6% |
| YTD | -7.9% | +6.5% | -14.4% | -9.0% |
| 1Y | -22.1% | +38.8% | -60.8% | -25.2% |
| 3Y | -16.8% | +115.9% | -132.7% | -25.7% |
| All | -11.8% | +27.3% | -39.1% | -19.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling