+63.7%
SE vs ROP
-5.1%
+68.8%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.4% | +0.7% | +1.0% |
| 7D | -0.5% | +0.7% | -1.2% | -0.7% |
| 30D | -20.9% | +28.8% | -49.7% | -26.7% |
| 3M | -38.9% | +21.1% | -59.9% | -42.2% |
| 6M | -19.4% | +52.5% | -72.0% | -30.3% |
| YTD | -40.9% | +8.9% | -49.8% | -41.1% |
| 1Y | -46.2% | +8.2% | -54.4% | -46.2% |
| 3Y | +63.7% | -5.2% | +68.9% | +123.7% |
| All | +63.7% | -5.1% | +68.8% | +123.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling