+112.6%
SPOT vs ROP
-16.4%
+129.0%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.3% | +0.3% | -0.3% |
| 7D | -6.5% | -6.1% | -0.4% | -3.2% |
| 30D | +2.2% | -3.4% | +5.5% | +4.1% |
| 3M | +5.4% | +16.7% | -11.3% | -3.8% |
| 6M | -4.0% | +8.1% | -12.1% | -8.7% |
| YTD | -9.9% | -11.7% | +1.7% | -4.2% |
| 1Y | -27.3% | -24.2% | -3.1% | -15.3% |
| 3Y | +236.4% | -19.0% | +255.4% | +265.5% |
| 5Y | +112.6% | -15.9% | +128.5% | +100.6% |
| All | +112.6% | -16.4% | +129.0% | +100.6% |
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