-26.3%
U vs ROP
+24.3%
-50.7%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.6% | -2.7% | -2.6% |
| 7D | +24.4% | +0.2% | +24.2% | +23.9% |
| 30D | +7.4% | +30.3% | -22.9% | -14.5% |
| 3M | +16.8% | +17.8% | -1.0% | +0.7% |
| 6M | +78.8% | +38.9% | +39.9% | +31.6% |
| YTD | +14.0% | +7.6% | +6.3% | +5.1% |
| 1Y | +16.7% | +6.5% | +10.2% | +8.5% |
| 3Y | +86.4% | -6.3% | +92.7% | +92.2% |
| 5Y | -71.5% | +0.9% | -72.4% | -74.5% |
| All | -26.3% | +24.3% | -50.7% | -44.4% |
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