+59.6%
T vs ROP
-3.5%
+63.2%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.9% | +2.1% | -0.5% |
| 7D | +1.0% | +2.1% | -1.1% | +0.8% |
| 30D | -10.6% | +32.9% | -43.5% | -13.5% |
| 3M | -7.7% | +20.3% | -28.1% | -9.9% |
| 6M | -13.3% | +36.8% | -50.1% | -16.2% |
| YTD | -8.8% | +8.1% | -16.9% | -9.1% |
| 1Y | -8.4% | +8.3% | -16.7% | -8.7% |
| 3Y | +59.6% | -3.2% | +62.9% | +60.9% |
| All | +59.6% | -3.5% | +63.2% | +60.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling