+109.0%
AAPL vs ROP
-14.2%
+123.2%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.9% | +1.7% | +0.3% |
| 7D | -2.7% | -5.4% | +2.7% | 0.0% |
| 30D | +1.0% | -1.6% | +2.7% | +1.8% |
| 3M | +5.0% | +18.8% | -13.9% | -4.8% |
| 6M | +23.0% | +8.2% | +14.8% | +16.9% |
| YTD | +16.6% | -10.5% | +27.1% | +23.8% |
| 1Y | +33.4% | -23.7% | +57.2% | +57.0% |
| 3Y | +79.9% | -17.9% | +97.7% | +97.9% |
| 5Y | +109.0% | -15.3% | +124.4% | +111.7% |
| All | +109.0% | -14.2% | +123.2% | +111.7% |
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