+13,427.5%
COST vs ROP
+30,173.0%
-16,745.5%
-54.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.4% | +0.8% | +1.2% |
| 7D | +5.0% | +0.7% | +4.3% | +4.8% |
| 30D | +12.8% | +28.8% | -16.0% | +6.4% |
| 3M | +15.2% | +21.1% | -5.9% | +10.1% |
| 6M | +7.4% | +52.5% | -45.1% | -2.8% |
| YTD | +29.0% | +8.9% | +20.2% | +25.3% |
| 1Y | +20.3% | +8.2% | +12.1% | +17.0% |
| 3Y | +99.0% | -5.2% | +104.2% | +98.8% |
| 5Y | +125.7% | +1.7% | +124.0% | +122.0% |
| 10Y | +775.3% | +185.4% | +590.0% | +586.5% |
| All | +13,427.5% | +30,173.0% | -16,745.5% | +5,848.2% |
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