+668.6%
C vs ROP
+29,884.4%
-29,215.7%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.9% | +3.4% | +1.7% |
| 7D | -2.4% | +2.1% | -4.5% | -3.3% |
| 30D | -6.0% | +32.9% | -38.9% | -17.2% |
| 3M | -10.5% | +20.0% | -30.6% | -18.0% |
| 6M | -5.7% | +36.4% | -42.1% | -19.1% |
| YTD | +4.1% | +7.8% | -3.7% | -1.8% |
| 1Y | +20.5% | +8.0% | +12.5% | +13.6% |
| 3Y | +208.1% | -3.5% | +211.6% | +203.5% |
| 5Y | +110.4% | +1.5% | +109.0% | +101.1% |
| 10Y | +234.6% | +198.5% | +36.1% | +108.5% |
| All | +668.6% | +29,884.4% | -29,215.7% | +135.6% |
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