+3,716.0%
ALL vs ROP
+7,934.2%
-4,218.2%
-77.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -3.6% | +2.2% | -0.2% |
| 7D | 0.0% | -4.4% | +4.5% | +1.5% |
| 30D | -1.5% | +3.2% | -4.7% | -2.5% |
| 3M | +23.6% | +23.1% | +0.6% | +15.4% |
| 6M | +22.3% | +13.3% | +9.0% | +17.0% |
| YTD | +26.5% | -7.9% | +34.4% | +28.6% |
| 1Y | +27.0% | -22.1% | +49.1% | +36.0% |
| 3Y | +149.6% | -16.8% | +166.4% | +160.9% |
| 5Y | +118.1% | -13.5% | +131.6% | +123.2% |
| 10Y | +369.0% | +137.7% | +231.3% | +250.4% |
| All | +3,716.0% | +7,934.2% | -4,218.2% | +1,431.3% |
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 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