+8.2%
ROP vs PL
+12.6%
-4.3%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.6% | +1.1% | +0.4% |
| 7D | +0.7% | +10.0% | -9.3% | +1.4% |
| 30D | +28.8% | -2.3% | +31.1% | +29.1% |
| 3M | +21.1% | -44.2% | +65.3% | +18.5% |
| 6M | +52.5% | -66.1% | +118.6% | +47.9% |
| YTD | +8.9% | -30.0% | +38.8% | +5.1% |
| 1Y | +8.2% | +21.0% | -12.8% | +3.0% |
| All | +8.2% | +12.6% | -4.3% | +3.0% |
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