+78.2%
AAPL vs ROP
-18.8%
+97.0%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.3% | +1.1% | +0.2% |
| 7D | -3.0% | -6.1% | +3.2% | -0.8% |
| 30D | +2.3% | -3.4% | +5.6% | +3.5% |
| 3M | +8.6% | +16.7% | -8.1% | +2.3% |
| 6M | +21.6% | +8.1% | +13.5% | +17.8% |
| YTD | +16.3% | -11.7% | +28.0% | +24.2% |
| 1Y | +35.1% | -24.2% | +59.3% | +57.4% |
| All | +78.2% | -18.8% | +97.0% | +99.8% |
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