-63.7%
XYZ vs ROP
+1.9%
-65.6%
-83.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +0.4% | +2.4% | +2.4% |
| 7D | -1.1% | +0.7% | -1.8% | -1.7% |
| 30D | +11.5% | +28.8% | -17.3% | -12.5% |
| 3M | +1.8% | +21.1% | -19.3% | -15.7% |
| 6M | +21.2% | +52.5% | -31.3% | -22.7% |
| YTD | +29.9% | +8.9% | +21.1% | +18.9% |
| 1Y | +35.8% | +8.2% | +27.5% | +24.9% |
| 3Y | +62.6% | -5.2% | +67.8% | +67.9% |
| All | -63.7% | +1.9% | -65.6% | -70.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling