-23.7%
ROP vs Z
-63.3%
+39.5%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -6.4% | +3.6% | -1.4% |
| 7D | -5.4% | -3.3% | -2.2% | -4.7% |
| 30D | -1.6% | -3.7% | +2.1% | -0.9% |
| 3M | +18.8% | -7.0% | +25.8% | +19.9% |
| 6M | +8.2% | -29.5% | +37.7% | +14.6% |
| YTD | -10.5% | -52.6% | +42.1% | +1.2% |
| 1Y | -23.7% | -64.0% | +40.3% | -12.2% |
| All | -23.7% | -63.3% | +39.5% | -12.2% |
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