+69,655.9%
AAPL vs ROP
+25,523.2%
+44,132.7%
-81.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -3.6% | +1.1% | -1.5% |
| 7D | +0.1% | -4.4% | +4.5% | +1.4% |
| 30D | +3.0% | +3.2% | -0.3% | +2.0% |
| 3M | +2.9% | +23.1% | -20.2% | -3.4% |
| 6M | +22.1% | +13.3% | +8.8% | +17.0% |
| YTD | +18.0% | -7.9% | +25.9% | +19.6% |
| 1Y | +33.9% | -22.1% | +56.0% | +42.2% |
| 3Y | +71.2% | -16.8% | +88.0% | +78.4% |
| 5Y | +112.6% | -13.5% | +126.1% | +119.4% |
| 10Y | +1,198.8% | +137.7% | +1,061.1% | +936.9% |
| All | +69,655.9% | +25,523.2% | +44,132.7% | +31,599.6% |
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 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