-7.2%
T vs ROP
-23.1%
+15.9%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.9% | +2.5% | -0.1% |
| 7D | -1.5% | -5.4% | +3.9% | -1.1% |
| 30D | +7.6% | -1.6% | +9.2% | +7.8% |
| 3M | +15.3% | +18.8% | -3.5% | +14.4% |
| 6M | -8.5% | +8.2% | -16.7% | -8.9% |
| YTD | +6.8% | -10.5% | +17.3% | +11.0% |
| 1Y | -7.2% | -23.7% | +16.5% | -2.0% |
| All | -7.2% | -23.1% | +15.9% | -2.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling