+1,699.0%
D vs ROP
+25,523.2%
-23,824.2%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-04.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.6% | +3.1% | +0.1% |
| 7D | +1.5% | -4.4% | +5.9% | +2.2% |
| 30D | -2.6% | +3.2% | -5.8% | -3.1% |
| 3M | 0.0% | +23.1% | -23.0% | -3.5% |
| 6M | +7.4% | +13.3% | -6.0% | +4.8% |
| YTD | +15.9% | -7.9% | +23.7% | +16.6% |
| 1Y | +18.1% | -22.1% | +40.2% | +22.1% |
| 3Y | +58.4% | -16.8% | +75.2% | +61.4% |
| 5Y | +5.2% | -13.5% | +18.7% | +6.1% |
| 10Y | +35.9% | +137.7% | -101.8% | +17.9% |
| All | +1,699.0% | +25,523.2% | -23,824.2% | +1,116.9% |
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 1990-01-01 to 2026-09-04: 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…
1990-01-01 to 2026-09-04 analysis · Full analysis span regression · 6 months rolling