-48.0%
SE vs ROP
+8.8%
-56.9%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | 0.0% | +0.7% | +0.7% |
| 7D | -1.5% | -2.7% | +1.2% | -1.3% |
| 30D | -22.3% | +29.7% | -52.0% | -23.7% |
| 3M | -41.8% | +21.2% | -63.0% | -42.3% |
| 6M | -22.4% | +48.3% | -70.7% | -24.6% |
| YTD | -41.6% | +8.4% | -50.0% | -44.8% |
| 1Y | -48.0% | +6.0% | -54.0% | -50.5% |
| All | -48.0% | +8.8% | -56.9% | -50.5% |
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