+784.3%
C vs ROP
+25,523.2%
-24,738.9%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.6% | +3.3% | +1.2% |
| 7D | +3.6% | -4.4% | +8.1% | +5.6% |
| 30D | +0.1% | +3.2% | -3.2% | -1.5% |
| 3M | +2.4% | +23.1% | -20.6% | -7.3% |
| 6M | +24.9% | +13.3% | +11.6% | +16.7% |
| YTD | +19.8% | -7.9% | +27.7% | +21.7% |
| 1Y | +44.9% | -22.1% | +66.9% | +57.8% |
| 3Y | +263.0% | -16.8% | +279.8% | +283.9% |
| 5Y | +129.5% | -13.5% | +143.1% | +136.4% |
| 10Y | +291.6% | +137.7% | +153.9% | +170.1% |
| All | +784.3% | +25,523.2% | -24,738.9% | +192.0% |
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