+3,646.0%
ALL vs ROP
+9,301.6%
-5,655.6%
-77.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -2.9% | -1.5% | -3.5% |
| 7D | -1.9% | +2.1% | -4.1% | -2.6% |
| 30D | +13.8% | +32.9% | -19.1% | +3.7% |
| 3M | -7.0% | +20.0% | -27.0% | -12.5% |
| 6M | +18.0% | +36.4% | -18.4% | +6.3% |
| YTD | +24.2% | +7.8% | +16.4% | +19.8% |
| 1Y | +31.2% | +8.0% | +23.2% | +26.4% |
| 3Y | +107.5% | -3.5% | +111.0% | +106.5% |
| 5Y | +144.8% | +1.5% | +143.3% | +137.9% |
| 10Y | +375.8% | +198.5% | +177.3% | +230.8% |
| All | +3,646.0% | +9,301.6% | -5,655.6% | +1,327.3% |
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