-39.0%
U vs ROP
+6.4%
-45.5%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.6% | +2.6% | +2.0% |
| 7D | -3.8% | -4.4% | +0.6% | -0.1% |
| 30D | +17.5% | +3.2% | +14.2% | +14.2% |
| 3M | +38.7% | +23.1% | +15.7% | +14.0% |
| 6M | +104.4% | +13.3% | +91.1% | +79.3% |
| YTD | -5.7% | -7.9% | +2.2% | 0.0% |
| 1Y | +3.7% | -22.1% | +25.7% | +27.8% |
| 3Y | +12.3% | -16.8% | +29.1% | +28.3% |
| 5Y | -68.8% | -13.5% | -55.3% | -68.1% |
| All | -39.0% | +6.4% | -45.5% | -47.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling