+20.5%
XYZ vs ROP
+8.5%
+12.0%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -2.9% | +4.6% | +3.0% |
| 7D | +12.1% | +2.1% | +10.0% | +11.3% |
| 30D | +12.4% | +32.9% | -20.5% | -0.6% |
| 3M | +8.2% | +20.3% | -12.2% | +0.1% |
| 6M | +20.7% | +36.8% | -16.1% | +4.4% |
| YTD | +31.3% | +8.1% | +23.2% | +24.5% |
| 1Y | +20.5% | +8.3% | +12.3% | +13.8% |
| All | +20.5% | +8.5% | +12.0% | +13.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling