+246.5%
AA vs ROP
+29,647.0%
-29,400.4%
-94.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | -1.0% | +6.8% | +6.2% |
| 7D | +4.8% | -1.6% | +6.5% | +5.4% |
| 30D | -0.6% | +29.5% | -30.2% | -10.9% |
| 3M | -16.3% | +17.5% | -33.8% | -22.2% |
| 6M | -33.4% | +38.1% | -71.5% | -42.8% |
| YTD | -20.7% | +7.0% | -27.7% | -25.4% |
| 1Y | +12.9% | +6.5% | +6.4% | +6.5% |
| 3Y | +75.7% | -5.5% | +81.2% | +73.0% |
| 5Y | -6.8% | -0.4% | -6.4% | -9.7% |
| 10Y | +53.6% | +183.6% | -129.9% | +2.4% |
| All | +246.5% | +29,647.0% | -29,400.4% | +28.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling