+589.4%
SE vs ROP
+69.8%
+519.5%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.6% | +2.7% | +1.5% |
| 7D | -6.1% | -4.4% | -1.7% | -3.3% |
| 30D | -2.5% | +3.2% | -5.7% | -4.8% |
| 3M | +21.7% | +23.1% | -1.3% | +4.3% |
| 6M | +27.0% | +13.3% | +13.7% | +14.5% |
| YTD | -12.1% | -7.9% | -4.3% | -9.2% |
| 1Y | -40.9% | -22.1% | -18.9% | -31.0% |
| 3Y | +191.0% | -16.8% | +207.8% | +217.2% |
| 5Y | -68.3% | -13.5% | -54.7% | -66.3% |
| All | +589.4% | +69.8% | +519.5% | +347.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling