-48.8%
SE vs ROP
+10.4%
-59.2%
-53.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +3.9% | +0.5% | +4.2% |
| 7D | +6.7% | +11.7% | -5.0% | +5.9% |
| 30D | -17.2% | +35.5% | -52.7% | -19.3% |
| 3M | -28.0% | +25.6% | -53.7% | -29.1% |
| 6M | -6.1% | +39.3% | -45.4% | -8.8% |
| YTD | -37.1% | +11.6% | -48.8% | -38.3% |
| 1Y | -48.8% | +10.6% | -59.4% | -49.3% |
| All | -48.8% | +10.4% | -59.2% | -49.3% |
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