-23.3%
ROP vs PSKY
-32.1%
+8.8%
-39.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -5.4% | +4.0% | -1.0% |
| 7D | -6.1% | -6.8% | +0.7% | -5.7% |
| 30D | -3.4% | +10.2% | -13.6% | -3.8% |
| 3M | +16.7% | +0.3% | +16.4% | +16.8% |
| 6M | +8.1% | -7.8% | +15.8% | +8.5% |
| YTD | -11.7% | -23.0% | +11.3% | -11.7% |
| All | -23.3% | -32.1% | +8.8% | -23.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PSKY.
Daily Out/Under-Performance
Portfolio return minus PSKY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSKY 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 PSKY 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