+376.8%
V vs ROP
+134.1%
+242.7%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.9% | +1.1% | 0.0% |
| 7D | -1.1% | -5.4% | +4.3% | +2.2% |
| 30D | +1.9% | -1.6% | +3.5% | +2.7% |
| 3M | +15.5% | +18.8% | -3.3% | +3.1% |
| 6M | +16.6% | +8.2% | +8.4% | +9.7% |
| YTD | +5.7% | -10.5% | +16.2% | +11.3% |
| 1Y | +8.6% | -23.7% | +32.3% | +26.5% |
| 3Y | +52.5% | -17.9% | +70.4% | +67.1% |
| 5Y | +67.1% | -15.3% | +82.5% | +76.9% |
| 10Y | +376.8% | +133.4% | +243.4% | +183.1% |
| All | +376.8% | +134.1% | +242.7% | +183.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling