+379.5%
SE vs ROP
+97.2%
+282.3%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -1.0% | +4.0% | +3.6% |
| 7D | +3.3% | -1.6% | +4.9% | +4.3% |
| 30D | -18.2% | +29.5% | -47.7% | -31.6% |
| 3M | -31.3% | +17.5% | -48.8% | -39.0% |
| 6M | -10.1% | +38.1% | -48.2% | -29.5% |
| YTD | -38.9% | +7.0% | -45.9% | -43.3% |
| 1Y | -48.0% | +6.5% | -54.5% | -51.7% |
| 3Y | +78.8% | -5.5% | +84.3% | +77.8% |
| 5Y | -77.1% | -0.4% | -76.7% | -78.1% |
| All | +379.5% | +97.2% | +282.3% | +179.2% |
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