+77.0%
SO vs ROP
+1.1%
+75.9%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.9% | +1.9% | -0.5% |
| 7D | -1.5% | +2.1% | -3.6% | -1.9% |
| 30D | +8.1% | +32.9% | -24.8% | +1.8% |
| 3M | +0.2% | +20.0% | -19.8% | -3.8% |
| 6M | +0.4% | +36.4% | -36.0% | -6.5% |
| YTD | +8.5% | +7.8% | +0.7% | +7.3% |
| 1Y | +4.9% | +8.0% | -3.1% | +3.7% |
| 3Y | +47.9% | -3.5% | +51.4% | +48.1% |
| All | +77.0% | +1.1% | +75.9% | +71.3% |
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