+1,788.9%
UL vs ROP
+25,523.2%
-23,734.3%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.6% | +3.5% | +0.5% |
| 7D | -1.3% | -4.4% | +3.1% | -0.6% |
| 30D | +0.5% | +3.2% | -2.8% | -0.1% |
| 3M | +17.6% | +23.1% | -5.5% | +13.4% |
| 6M | -5.4% | +13.3% | -18.7% | -7.7% |
| YTD | +0.7% | -7.9% | +8.6% | +1.5% |
| 1Y | -9.3% | -22.1% | +12.8% | -5.9% |
| 3Y | +24.5% | -16.8% | +41.3% | +27.2% |
| 5Y | +23.2% | -13.5% | +36.7% | +24.4% |
| 10Y | +64.5% | +137.7% | -73.2% | +40.6% |
| All | +1,788.9% | +25,523.2% | -23,734.3% | +1,059.1% |
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