+358.3%
SE vs ROP
+99.8%
+258.5%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | 0.0% | +0.7% | +0.7% |
| 7D | -1.5% | -2.7% | +1.2% | +0.1% |
| 30D | -22.3% | +29.7% | -52.0% | -35.1% |
| 3M | -41.8% | +21.2% | -63.0% | -49.4% |
| 6M | -22.4% | +48.3% | -70.7% | -41.9% |
| YTD | -41.6% | +8.4% | -50.0% | -46.3% |
| 1Y | -48.0% | +6.0% | -54.0% | -51.5% |
| 3Y | +63.9% | -5.6% | +69.5% | +63.3% |
| 5Y | -78.2% | +1.3% | -79.4% | -79.3% |
| All | +358.3% | +99.8% | +258.5% | +164.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling