+11,081.8%
COST vs ROP
+25,523.2%
-14,441.4%
-54.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.6% | +2.5% | -0.2% |
| 7D | -3.1% | -4.4% | +1.3% | -2.2% |
| 30D | -2.8% | +3.2% | -6.0% | -3.5% |
| 3M | -5.7% | +23.1% | -28.7% | -10.2% |
| 6M | -8.8% | +13.3% | -22.1% | -11.7% |
| YTD | +6.7% | -7.9% | +14.5% | +7.7% |
| 1Y | -3.6% | -22.1% | +18.4% | +1.0% |
| 3Y | +75.1% | -16.8% | +91.9% | +80.5% |
| 5Y | +108.9% | -13.5% | +122.4% | +113.5% |
| 10Y | +586.2% | +137.7% | +448.5% | +461.2% |
| All | +11,081.8% | +25,523.2% | -14,441.4% | +5,013.7% |
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