+10.6%
ROP vs Z
-54.2%
+64.8%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +9.4% | -5.5% | +1.4% |
| 7D | +11.7% | +10.2% | +1.5% | +8.7% |
| 30D | +35.5% | +23.7% | +11.8% | +28.1% |
| 3M | +25.6% | -6.6% | +32.2% | +26.6% |
| 6M | +39.3% | -23.0% | +62.3% | +45.3% |
| YTD | +11.6% | -50.3% | +62.0% | +27.0% |
| 1Y | +10.6% | -53.6% | +64.2% | +26.1% |
| All | +10.6% | -54.2% | +64.8% | +26.1% |
Cumulative growth
Daily Returns
Daily percentage return beside Z.
Daily Out/Under-Performance
Portfolio return minus Z return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Z 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 Z 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