+141.5%
W vs ROP
+134.1%
+7.4%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.9% | +3.4% | +3.0% |
| 7D | +6.5% | -5.4% | +11.9% | +11.5% |
| 30D | -6.2% | -1.6% | -4.6% | -5.2% |
| 3M | +48.9% | +18.8% | +30.0% | +24.9% |
| 6M | +31.2% | +8.2% | +23.0% | +18.7% |
| YTD | -0.4% | -10.5% | +10.0% | +5.7% |
| 1Y | +14.8% | -23.7% | +38.6% | +41.0% |
| 3Y | +40.5% | -17.9% | +58.4% | +60.6% |
| 5Y | -62.1% | -15.3% | -46.8% | -57.0% |
| 10Y | +141.5% | +133.4% | +8.1% | +13.5% |
| All | +141.5% | +134.1% | +7.4% | +13.5% |
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