+75,877.8%
AAPL vs ROP
+29,825.4%
+46,052.4%
-81.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.6% | -1.2% | -0.8% |
| 7D | +5.0% | +0.2% | +4.8% | +5.0% |
| 30D | +3.5% | +30.3% | -26.8% | -4.3% |
| 3M | +13.1% | +17.8% | -4.7% | +7.4% |
| 6M | +19.0% | +38.9% | -19.9% | +7.3% |
| YTD | +28.5% | +7.6% | +20.9% | +24.1% |
| 1Y | +29.7% | +6.5% | +23.2% | +25.5% |
| 3Y | +89.2% | -6.3% | +95.5% | +89.9% |
| 5Y | +141.2% | +0.9% | +140.3% | +137.2% |
| 10Y | +1,306.6% | +180.7% | +1,125.9% | +967.7% |
| All | +75,877.8% | +29,825.4% | +46,052.4% | +32,799.7% |
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 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