-37.5%
U vs ROP
+3.4%
-40.9%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -2.9% | +5.5% | +5.0% |
| 7D | +4.5% | -5.4% | +9.9% | +9.2% |
| 30D | -0.6% | -1.6% | +1.1% | +0.4% |
| 3M | +48.4% | +18.8% | +29.6% | +25.4% |
| 6M | +115.4% | +8.2% | +107.2% | +96.5% |
| YTD | -3.2% | -10.5% | +7.3% | +5.0% |
| 1Y | -6.0% | -23.7% | +17.7% | +17.8% |
| 3Y | +13.5% | -17.9% | +31.3% | +30.5% |
| 5Y | -68.0% | -15.3% | -52.7% | -66.6% |
| All | -37.5% | +3.4% | -40.9% | -44.5% |
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