+10.6%
ROP vs PL
-0.6%
+11.2%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -6.4% | +10.3% | +3.6% |
| 7D | +11.7% | -11.7% | +23.4% | +11.0% |
| 30D | +35.5% | -27.1% | +62.6% | +33.7% |
| 3M | +25.6% | -44.6% | +70.2% | +22.8% |
| 6M | +39.3% | -67.2% | +106.4% | +34.7% |
| YTD | +11.6% | -35.9% | +47.5% | +6.8% |
| 1Y | +10.6% | -0.4% | +11.0% | +3.8% |
| All | +10.6% | -0.6% | +11.2% | +3.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PL.
Daily Out/Under-Performance
Portfolio return minus PL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PL 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 PL 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