-68.1%
SE vs ROP
-13.6%
-54.5%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.6% | +2.7% | +1.6% |
| 7D | -6.1% | -4.4% | -1.7% | -3.1% |
| 30D | -2.5% | +3.2% | -5.7% | -4.9% |
| 3M | +21.7% | +23.1% | -1.3% | +3.1% |
| 6M | +27.0% | +13.3% | +13.7% | +13.9% |
| YTD | -12.1% | -7.9% | -4.3% | -7.2% |
| 1Y | -40.9% | -22.1% | -18.9% | -27.2% |
| 3Y | +191.0% | -16.8% | +207.8% | +216.5% |
| All | -68.1% | -13.6% | -54.5% | -69.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling