+72.6%
XYZ vs ROP
-3.8%
+76.4%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -2.9% | +4.6% | +3.6% |
| 7D | +12.1% | +2.1% | +10.0% | +10.9% |
| 30D | +12.4% | +32.9% | -20.5% | -6.5% |
| 3M | +8.2% | +20.0% | -11.9% | -3.9% |
| 6M | +20.7% | +36.4% | -15.7% | -3.2% |
| YTD | +31.3% | +7.8% | +23.5% | +26.8% |
| 1Y | +20.5% | +8.0% | +12.5% | +16.0% |
| 3Y | +72.6% | -3.5% | +76.1% | +92.4% |
| All | +72.6% | -3.8% | +76.4% | +92.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling