+356.1%
ALL vs ROP
+134.1%
+222.0%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -2.9% | +0.5% | -1.0% |
| 7D | -1.7% | -5.4% | +3.7% | +0.9% |
| 30D | -4.7% | -1.6% | -3.0% | -4.0% |
| 3M | +18.4% | +18.8% | -0.5% | +8.7% |
| 6M | +20.5% | +8.2% | +12.3% | +15.2% |
| YTD | +23.5% | -10.5% | +34.0% | +28.8% |
| 1Y | +29.0% | -23.7% | +52.7% | +45.5% |
| 3Y | +153.7% | -17.9% | +171.6% | +172.8% |
| 5Y | +114.8% | -15.3% | +130.1% | +123.4% |
| 10Y | +356.1% | +133.4% | +222.8% | +195.9% |
| All | +356.1% | +134.1% | +222.0% | +195.9% |
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 2016-09-08 to 2026-09-08: 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling