-20.0%
ROP vs WY
-23.0%
+3.0%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.4% | -0.9% | -1.2% |
| 7D | -6.1% | -1.7% | -4.4% | -5.8% |
| 30D | -3.4% | -9.9% | +6.5% | -1.3% |
| 3M | +16.7% | -7.5% | +24.2% | +18.4% |
| 6M | +8.1% | -5.1% | +13.2% | +8.8% |
| YTD | -11.7% | -2.1% | -9.6% | -12.3% |
| 1Y | -24.2% | -7.3% | -16.9% | -23.6% |
| All | -20.0% | -23.0% | +3.0% | -16.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling