+638.0%
XYZ vs ROP
+189.6%
+448.4%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -1.0% | +4.6% | +4.6% |
| 7D | +14.9% | -1.6% | +16.5% | +16.9% |
| 30D | +14.7% | +29.5% | -14.9% | -10.5% |
| 3M | +12.1% | +17.5% | -5.4% | -4.7% |
| 6M | +18.3% | +38.1% | -19.8% | -15.7% |
| YTD | +36.1% | +7.0% | +29.1% | +23.7% |
| 1Y | +35.3% | +6.5% | +28.8% | +23.4% |
| 3Y | +73.5% | -5.5% | +79.0% | +76.3% |
| 5Y | -61.6% | -0.4% | -61.2% | -62.4% |
| 10Y | +638.0% | +183.6% | +454.4% | +226.5% |
| All | +638.0% | +189.6% | +448.4% | +226.5% |
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