+6.5%
ROP vs Q
+30.6%
-24.1%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | Q | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.2% | +1.8% | +0.4% |
| 7D | +0.2% | +4.0% | -3.8% | +1.0% |
| 30D | +30.3% | -2.3% | +32.7% | +30.7% |
| 3M | +17.8% | -7.9% | +25.7% | +17.4% |
| 6M | +38.9% | -16.0% | +54.9% | +37.6% |
| YTD | +7.6% | +51.7% | -44.1% | +6.6% |
| 1Y | +6.5% | +28.3% | -21.8% | +6.8% |
| All | +6.5% | +30.6% | -24.1% | +6.8% |
Cumulative growth
Daily Returns
Daily percentage return beside Q.
Daily Out/Under-Performance
Portfolio return minus Q return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Q 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 Q 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