+163.6%
W vs ROP
+201.4%
-37.8%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -3.6% | +6.1% | +5.5% |
| 7D | -4.2% | -4.4% | +0.3% | -0.5% |
| 30D | -7.6% | +3.2% | -10.8% | -10.2% |
| 3M | +37.2% | +23.1% | +14.1% | +12.6% |
| 6M | +26.3% | +13.3% | +13.0% | +10.3% |
| YTD | -1.0% | -7.9% | +6.9% | +2.3% |
| 1Y | +20.1% | -22.1% | +42.1% | +43.2% |
| 3Y | +37.8% | -16.8% | +54.6% | +55.5% |
| 5Y | -63.7% | -13.5% | -50.1% | -59.4% |
| 10Y | +156.3% | +137.7% | +18.6% | +29.7% |
| All | +163.6% | +201.4% | -37.8% | +15.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling