+398.4%
B vs ROP
+25,523.2%
-25,124.8%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -3.6% | +1.4% | -1.9% |
| 7D | -1.6% | -4.4% | +2.8% | -1.2% |
| 30D | +9.4% | +3.2% | +6.2% | +9.2% |
| 3M | +5.0% | +23.1% | -18.1% | +3.0% |
| 6M | -3.5% | +13.3% | -16.9% | -4.8% |
| YTD | +4.5% | -7.9% | +12.3% | +4.8% |
| 1Y | +67.8% | -22.1% | +89.8% | +70.7% |
| 3Y | +196.7% | -16.8% | +213.5% | +199.8% |
| 5Y | +151.9% | -13.5% | +165.5% | +153.1% |
| 10Y | +202.2% | +137.7% | +64.5% | +177.0% |
| All | +398.4% | +25,523.2% | -25,124.8% | +327.5% |
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