+13,256.3%
COST vs ROP
+30,039.9%
-16,783.6%
-54.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | 0.0% | +0.4% | +0.4% |
| 7D | +2.5% | -2.7% | +5.2% | +3.1% |
| 30D | +14.6% | +29.7% | -15.1% | +7.9% |
| 3M | +15.2% | +21.2% | -6.0% | +10.1% |
| 6M | +7.2% | +48.3% | -41.0% | -2.4% |
| YTD | +27.4% | +8.4% | +19.0% | +23.9% |
| 1Y | +20.2% | +6.0% | +14.2% | +17.4% |
| 3Y | +96.9% | -5.6% | +102.5% | +96.9% |
| 5Y | +122.8% | +1.3% | +121.5% | +119.4% |
| 10Y | +764.3% | +184.1% | +580.1% | +578.5% |
| All | +13,256.3% | +30,039.9% | -16,783.6% | +5,778.7% |
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