+72.2%
V vs ROP
-13.6%
+85.7%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.6% | +2.6% | +0.8% |
| 7D | -1.7% | -4.4% | +2.7% | +0.5% |
| 30D | +2.0% | +3.2% | -1.3% | +0.2% |
| 3M | +17.4% | +23.1% | -5.7% | +4.8% |
| 6M | +17.5% | +13.3% | +4.2% | +9.2% |
| YTD | +7.6% | -7.9% | +15.4% | +12.1% |
| 1Y | +7.7% | -22.1% | +29.8% | +24.0% |
| 3Y | +54.7% | -16.8% | +71.5% | +69.0% |
| All | +72.2% | -13.6% | +85.7% | +75.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling