-23.6%
ROP vs WY
-9.3%
-14.4%
-39.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.7% | +2.2% | -0.3% |
| 7D | -8.0% | -3.7% | -4.3% | -7.8% |
| 30D | -2.7% | -11.3% | +8.6% | -2.3% |
| 3M | +16.6% | -8.1% | +24.7% | +17.0% |
| 6M | +10.4% | -7.4% | +17.8% | +10.6% |
| YTD | -12.1% | -4.7% | -7.4% | -12.9% |
| 1Y | -23.6% | -9.2% | -14.4% | -23.5% |
| All | -23.6% | -9.3% | -14.4% | -23.5% |
Cumulative growth
Daily Returns
Daily percentage return beside WY.
Daily Out/Under-Performance
Portfolio return minus WY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WY 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 WY 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