+351.7%
B vs ROP
+29,884.4%
-29,532.6%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.9% | +3.5% | +0.8% |
| 7D | +9.6% | +2.1% | +7.4% | +9.4% |
| 30D | +3.5% | +32.9% | -29.4% | +1.0% |
| 3M | -1.6% | +20.0% | -21.6% | -3.2% |
| 6M | -1.7% | +36.4% | -38.1% | -4.5% |
| YTD | -5.3% | +7.8% | -13.2% | -6.4% |
| 1Y | +27.2% | +8.0% | +19.2% | +25.8% |
| 3Y | +166.1% | -3.5% | +169.6% | +165.3% |
| 5Y | +136.5% | +1.5% | +135.0% | +134.2% |
| 10Y | +172.2% | +198.5% | -26.2% | +144.6% |
| All | +351.7% | +29,884.4% | -29,532.6% | +281.9% |
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 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