+32.6%
XYZ vs ROP
+7.0%
+25.6%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -1.0% | +4.6% | +4.1% |
| 7D | +14.9% | -1.6% | +16.5% | +15.8% |
| 30D | +14.7% | +29.5% | -14.9% | +2.5% |
| 3M | +12.1% | +17.5% | -5.4% | +4.7% |
| 6M | +18.3% | +38.1% | -19.8% | +1.5% |
| YTD | +36.1% | +7.0% | +29.1% | +31.3% |
| All | +32.6% | +7.0% | +25.6% | +28.7% |
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