+77,628.6%
AAPL vs ROP
+30,173.0%
+47,455.6%
-81.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.4% | 0.0% | +0.3% |
| 7D | +4.1% | +0.7% | +3.4% | +3.9% |
| 30D | +4.0% | +28.8% | -24.8% | -3.6% |
| 3M | +16.8% | +21.1% | -4.3% | +10.1% |
| 6M | +19.4% | +52.5% | -33.1% | +4.8% |
| YTD | +31.5% | +8.9% | +22.6% | +26.6% |
| 1Y | +31.0% | +8.2% | +22.7% | +26.2% |
| 3Y | +95.3% | -5.2% | +100.4% | +95.3% |
| 5Y | +143.4% | +1.7% | +141.6% | +138.8% |
| 10Y | +1,330.5% | +185.4% | +1,145.2% | +981.1% |
| All | +77,628.6% | +30,173.0% | +47,455.6% | +33,447.6% |
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