+634.6%
XYZ vs ROP
+185.1%
+449.5%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +0.6% | -4.0% | -3.9% |
| 7D | +12.6% | +0.2% | +12.4% | +12.6% |
| 30D | +10.8% | +30.3% | -19.5% | -14.1% |
| 3M | +8.4% | +17.8% | -9.4% | -8.0% |
| 6M | +14.3% | +38.9% | -24.6% | -19.0% |
| YTD | +31.5% | +7.6% | +23.9% | +18.8% |
| 1Y | +28.1% | +6.5% | +21.6% | +16.9% |
| 3Y | +66.2% | -6.3% | +72.5% | +70.4% |
| 5Y | -62.3% | +0.9% | -63.3% | -63.5% |
| 10Y | +634.6% | +180.7% | +453.8% | +203.8% |
| All | +634.6% | +185.1% | +449.5% | +203.8% |
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