+67.7%
T vs ROP
-13.6%
+81.3%
-32.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -3.6% | +1.6% | -1.3% |
| 7D | -1.3% | -4.4% | +3.2% | -0.4% |
| 30D | +11.4% | +3.2% | +8.1% | +10.7% |
| 3M | +14.3% | +23.1% | -8.8% | +9.7% |
| 6M | -9.3% | +13.3% | -22.6% | -11.6% |
| YTD | +7.1% | -7.9% | +15.0% | +9.4% |
| 1Y | -9.1% | -22.1% | +13.0% | -3.4% |
| 3Y | +105.3% | -16.8% | +122.1% | +110.8% |
| All | +67.7% | -13.6% | +81.3% | +61.8% |
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