+18.4%
U vs ROP
+10.4%
+8.0%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +3.9% | +1.0% | +3.5% |
| 7D | +7.5% | +11.7% | -4.2% | +3.2% |
| 30D | -7.0% | +35.5% | -42.5% | -18.1% |
| 3M | +20.6% | +25.6% | -5.1% | +9.6% |
| 6M | +53.2% | +39.3% | +13.9% | +31.2% |
| YTD | -3.9% | +11.6% | -15.5% | -16.4% |
| 1Y | +18.4% | +10.6% | +7.8% | +3.2% |
| All | +18.4% | +10.4% | +8.0% | +3.2% |
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