+217.1%
W vs ROP
+183.8%
+33.2%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.7% | +1.0% | +1.1% |
| 7D | -7.4% | -2.9% | -4.4% | -5.1% |
| 30D | +7.8% | +30.1% | -22.2% | -14.6% |
| 3M | +10.9% | +19.9% | -9.0% | -6.4% |
| 6M | +86.4% | +46.0% | +40.4% | +28.7% |
| YTD | +14.0% | +8.4% | +5.6% | +1.7% |
| 1Y | +3.5% | +8.8% | -5.3% | -8.0% |
| 3Y | +164.8% | -5.6% | +170.4% | +167.4% |
| 5Y | -53.1% | +3.0% | -56.1% | -55.4% |
| All | +217.1% | +183.8% | +33.2% | +42.6% |
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 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