+141.2%
AAPL vs ROP
+0.5%
+140.7%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.6% | -1.2% | -0.9% |
| 7D | +5.0% | +0.2% | +4.8% | +4.9% |
| 30D | +3.5% | +30.3% | -26.8% | -9.1% |
| 3M | +13.1% | +17.8% | -4.7% | +4.0% |
| 6M | +19.0% | +38.9% | -19.9% | -0.3% |
| YTD | +28.5% | +7.6% | +20.9% | +24.4% |
| 1Y | +29.7% | +6.5% | +23.2% | +26.2% |
| 3Y | +89.2% | -6.3% | +95.5% | +97.4% |
| 5Y | +141.2% | +0.9% | +140.3% | +120.3% |
| All | +141.2% | +0.5% | +140.7% | +120.3% |
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