+1,237.1%
AAPL vs ROP
+132.1%
+1,104.9%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.3% | +1.1% | +0.5% |
| 7D | -3.0% | -6.1% | +3.2% | +0.6% |
| 30D | +2.3% | -3.4% | +5.6% | +4.2% |
| 3M | +8.6% | +16.7% | -8.1% | -1.6% |
| 6M | +21.6% | +8.1% | +13.5% | +14.4% |
| YTD | +16.3% | -11.7% | +28.0% | +22.9% |
| 1Y | +35.1% | -24.2% | +59.3% | +56.5% |
| 3Y | +79.4% | -19.0% | +98.3% | +97.3% |
| 5Y | +109.8% | -15.9% | +125.7% | +122.9% |
| 10Y | +1,237.1% | +135.7% | +1,101.4% | +767.6% |
| All | +1,237.1% | +132.1% | +1,104.9% | +767.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling