+243.6%
W vs ROP
+189.6%
+54.0%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -1.0% | +5.6% | +5.5% |
| 7D | +3.3% | -1.6% | +4.9% | +4.9% |
| 30D | +10.5% | +29.5% | -19.0% | -12.2% |
| 3M | +9.6% | +17.5% | -7.9% | -5.9% |
| 6M | +76.4% | +38.1% | +38.3% | +28.2% |
| YTD | +16.4% | +7.0% | +9.4% | +5.0% |
| 1Y | +9.3% | +6.5% | +2.8% | -0.9% |
| 3Y | +172.8% | -5.5% | +178.3% | +174.5% |
| 5Y | -53.4% | -0.4% | -53.0% | -54.4% |
| 10Y | +243.6% | +183.6% | +60.1% | +43.1% |
| All | +243.6% | +189.6% | +54.0% | +43.1% |
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