+68.4%
T vs ROP
+132.1%
-63.7%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.3% | -0.4% | -1.3% |
| 7D | -3.1% | -6.1% | +3.0% | -1.2% |
| 30D | +4.6% | -3.4% | +7.9% | +5.6% |
| 3M | +12.2% | +16.7% | -4.5% | +6.5% |
| 6M | -6.5% | +8.1% | -14.5% | -9.3% |
| YTD | +4.9% | -11.7% | +16.6% | +8.4% |
| 1Y | -10.5% | -24.2% | +13.7% | -2.6% |
| 3Y | +104.6% | -19.0% | +123.5% | +113.4% |
| 5Y | +64.2% | -15.9% | +80.1% | +66.1% |
| 10Y | +68.4% | +135.7% | -67.2% | +16.0% |
| All | +68.4% | +132.1% | -63.7% | +16.0% |
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