+120.2%
SPOT vs ROP
+1.6%
+118.6%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.7% | -0.2% | +0.1% |
| 7D | -3.0% | -2.9% | 0.0% | -1.2% |
| 30D | +15.2% | +30.1% | -14.9% | -0.9% |
| 3M | +21.6% | +19.9% | +1.7% | +9.4% |
| 6M | +45.2% | +46.0% | -0.8% | +16.1% |
| YTD | +4.9% | +8.4% | -3.5% | -0.7% |
| 1Y | -4.8% | +8.8% | -13.6% | -10.2% |
| 3Y | +256.3% | -5.6% | +261.9% | +257.8% |
| 5Y | +120.2% | +3.0% | +117.2% | +87.1% |
| All | +120.2% | +1.6% | +118.6% | +87.1% |
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