+196.2%
W vs ROP
+253.6%
-57.4%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.9% | +1.5% | +1.0% |
| 7D | -3.6% | +2.1% | -5.7% | -5.2% |
| 30D | +7.0% | +32.9% | -26.0% | -16.2% |
| 3M | +7.4% | +20.3% | -13.0% | -9.1% |
| 6M | +69.3% | +36.8% | +32.5% | +25.6% |
| YTD | +11.3% | +8.1% | +3.2% | -0.3% |
| 1Y | +13.2% | +8.3% | +4.9% | +1.4% |
| 3Y | +142.0% | -3.2% | +145.3% | +138.3% |
| 5Y | -54.6% | +1.7% | -56.3% | -56.1% |
| 10Y | +243.7% | +199.2% | +44.5% | +44.1% |
| All | +196.2% | +253.6% | -57.4% | +12.2% |
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