+8.3%
ROP vs PL
-3.5%
+11.8%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +10.4% | -13.3% | -2.3% |
| 7D | +2.1% | -6.8% | +9.0% | +1.9% |
| 30D | +32.9% | -29.3% | +62.2% | +31.1% |
| 3M | +20.3% | -44.8% | +65.1% | +17.7% |
| 6M | +36.8% | -68.4% | +105.1% | +32.4% |
| YTD | +8.1% | -36.4% | +44.5% | +3.4% |
| 1Y | +8.3% | +0.7% | +7.5% | +1.1% |
| All | +8.3% | -3.5% | +11.8% | +1.1% |
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