-68.4%
U vs ROP
+1.4%
-69.8%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -2.9% | +8.4% | +8.0% |
| 7D | +36.6% | +2.1% | +34.4% | +33.7% |
| 30D | +13.3% | +32.9% | -19.6% | -13.9% |
| 3M | +26.2% | +20.3% | +5.8% | +4.7% |
| 6M | +88.7% | +36.8% | +52.0% | +35.1% |
| YTD | +16.6% | +8.1% | +8.5% | +6.7% |
| 1Y | +29.0% | +8.3% | +20.7% | +17.5% |
| 3Y | +99.5% | -3.2% | +102.7% | +96.0% |
| All | -68.4% | +1.4% | -69.8% | -74.8% |
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