+104.4%
U vs ROP
+14.8%
+89.6%
-19.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.6% | +2.6% | -0.2% |
| 7D | -3.8% | -4.4% | +0.6% | -2.8% |
| 30D | +17.5% | +3.2% | +14.2% | +16.7% |
| 3M | +38.7% | +23.1% | +15.7% | +30.2% |
| 6M | +104.4% | +13.3% | +91.1% | +88.6% |
| All | +104.4% | +14.8% | +89.6% | +88.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling