+250.1%
SPOT vs ROP
+48.5%
+201.6%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.5% | +0.2% | 0.0% |
| 7D | -6.9% | -8.0% | +1.1% | -3.0% |
| 30D | +4.1% | -2.7% | +6.9% | +5.6% |
| 3M | +3.7% | +16.6% | -12.9% | -4.2% |
| 6M | -1.6% | +10.4% | -12.0% | -6.9% |
| YTD | -10.2% | -12.1% | +1.9% | -5.3% |
| 1Y | -25.9% | -23.6% | -2.3% | -16.5% |
| 3Y | +235.6% | -19.3% | +254.9% | +264.8% |
| 5Y | +110.6% | -15.4% | +125.9% | +120.3% |
| All | +250.1% | +48.5% | +201.6% | +169.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling