-40.9%
SE vs ROP
-21.5%
-19.5%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.6% | +2.7% | -0.3% |
| 7D | -6.1% | -4.4% | -1.7% | -5.4% |
| 30D | -2.5% | +3.2% | -5.7% | -3.1% |
| 3M | +21.7% | +23.1% | -1.3% | +17.3% |
| 6M | +27.0% | +13.3% | +13.7% | +24.0% |
| YTD | -12.1% | -7.9% | -4.3% | -10.4% |
| 1Y | -40.9% | -22.1% | -18.9% | -34.6% |
| All | -40.9% | -21.5% | -19.5% | -34.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ROP.
Daily Out/Under-Performance
Portfolio return minus ROP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROP 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 ROP 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