+62.5%
T vs ROP
+185.2%
-122.7%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.4% | -0.4% | -0.1% |
| 7D | +2.5% | +0.7% | +1.8% | +2.3% |
| 30D | -3.8% | +28.8% | -32.6% | -11.2% |
| 3M | -8.7% | +21.1% | -29.8% | -14.2% |
| 6M | -8.1% | +52.5% | -60.7% | -20.1% |
| YTD | -6.4% | +8.9% | -15.3% | -9.6% |
| 1Y | -9.8% | +8.2% | -18.0% | -12.6% |
| 3Y | +65.5% | -5.2% | +70.6% | +64.8% |
| 5Y | +57.0% | +1.7% | +55.2% | +49.8% |
| All | +62.5% | +185.2% | -122.7% | +12.0% |
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 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