-62.2%
XYZ vs ROP
+1.6%
-63.8%
-83.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.7% | -0.5% | -0.5% |
| 7D | -2.2% | -2.9% | +0.8% | +0.4% |
| 30D | +11.6% | +30.1% | -18.5% | -13.2% |
| 3M | +8.4% | +19.9% | -11.5% | -9.3% |
| 6M | +17.2% | +46.0% | -28.9% | -21.6% |
| YTD | +31.7% | +8.4% | +23.3% | +21.1% |
| 1Y | +30.1% | +8.8% | +21.2% | +18.8% |
| 3Y | +66.4% | -5.6% | +72.1% | +72.7% |
| 5Y | -62.2% | +3.0% | -65.2% | -68.7% |
| All | -62.2% | +1.6% | -63.8% | -68.7% |
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 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