+365.7%
SE vs ROP
+98.7%
+267.0%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.9% | +3.1% | +2.0% |
| 7D | +2.0% | +2.1% | -0.1% | +0.6% |
| 30D | -20.0% | +32.9% | -52.9% | -34.2% |
| 3M | -31.8% | +20.0% | -51.8% | -40.3% |
| 6M | -15.9% | +36.4% | -52.3% | -33.4% |
| YTD | -40.6% | +7.8% | -48.5% | -45.2% |
| 1Y | -50.7% | +8.0% | -58.7% | -54.6% |
| 3Y | +70.3% | -3.5% | +73.8% | +66.8% |
| 5Y | -78.8% | +1.5% | -80.3% | -79.9% |
| All | +365.7% | +98.7% | +267.0% | +170.0% |
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