+208.9%
W vs ROP
+183.9%
+25.0%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | 0.0% | -2.6% | -2.6% |
| 7D | -1.7% | -2.7% | +1.0% | +0.5% |
| 30D | +3.2% | +29.7% | -26.5% | -18.1% |
| 3M | +8.3% | +21.2% | -12.9% | -9.4% |
| 6M | +84.3% | +48.3% | +36.0% | +25.4% |
| YTD | +11.0% | +8.4% | +2.6% | -1.0% |
| 1Y | -0.2% | +6.0% | -6.2% | -9.0% |
| 3Y | +157.9% | -5.6% | +163.5% | +160.4% |
| 5Y | -56.8% | +1.3% | -58.1% | -58.3% |
| All | +208.9% | +183.9% | +25.0% | +38.9% |
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