-40.5%
SE vs ROP
-23.1%
-17.4%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.9% | +4.0% | +1.6% |
| 7D | +0.6% | -5.4% | +6.0% | +1.5% |
| 30D | -0.1% | -1.6% | +1.6% | +0.1% |
| 3M | +34.1% | +18.8% | +15.3% | +29.9% |
| 6M | +23.2% | +8.2% | +15.0% | +21.2% |
| YTD | -11.2% | -10.5% | -0.7% | -8.7% |
| 1Y | -40.5% | -23.7% | -16.8% | -32.4% |
| All | -40.5% | -23.1% | -17.4% | -32.4% |
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