+1,855.7%
UL vs ROP
+29,825.5%
-27,969.8%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.6% | -0.8% | -0.3% |
| 7D | +2.6% | +0.2% | +2.4% | +2.5% |
| 30D | +6.8% | +30.3% | -23.6% | +2.0% |
| 3M | +5.7% | +17.8% | -12.0% | +2.7% |
| 6M | +15.9% | +38.9% | -23.0% | +9.2% |
| YTD | +4.3% | +7.6% | -3.4% | +2.3% |
| 1Y | -0.4% | +6.5% | -6.9% | -2.2% |
| 3Y | +35.0% | -6.3% | +41.2% | +34.9% |
| 5Y | +31.6% | +0.9% | +30.7% | +29.3% |
| 10Y | +104.6% | +180.7% | -76.1% | +69.9% |
| All | +1,855.7% | +29,825.5% | -27,969.8% | +1,067.6% |
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 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