+24.3%
W vs ROP
+10.4%
+13.9%
-51.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | +3.9% | +7.1% | +10.2% |
| 7D | +8.4% | +11.7% | -3.3% | +6.2% |
| 30D | +16.5% | +35.5% | -18.9% | +10.1% |
| 3M | +6.4% | +25.6% | -19.2% | +2.0% |
| 6M | +90.5% | +39.3% | +51.3% | +78.7% |
| YTD | +23.1% | +11.6% | +11.4% | +24.2% |
| 1Y | +24.3% | +10.6% | +13.7% | +26.8% |
| All | +24.3% | +10.4% | +13.9% | +26.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling