+372.3%
SE vs ROP
+98.3%
+274.0%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.6% | -2.1% | -1.9% |
| 7D | 0.0% | +0.2% | -0.1% | -0.1% |
| 30D | -19.4% | +30.3% | -49.7% | -32.8% |
| 3M | -33.1% | +17.8% | -50.9% | -40.7% |
| 6M | -11.4% | +38.9% | -50.3% | -30.8% |
| YTD | -39.8% | +7.6% | -47.4% | -44.4% |
| 1Y | -50.5% | +6.5% | -57.0% | -53.9% |
| 3Y | +68.9% | -6.3% | +75.1% | +69.1% |
| 5Y | -77.1% | +0.9% | -78.0% | -78.2% |
| All | +372.3% | +98.3% | +274.0% | +174.0% |
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