+1,744.6%
D vs ROP
+30,039.9%
-28,295.3%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | 0.0% | -0.8% | -0.8% |
| 7D | -3.1% | -2.7% | -0.4% | -2.6% |
| 30D | +8.4% | +29.7% | -21.3% | +3.9% |
| 3M | +0.2% | +21.2% | -21.0% | -3.0% |
| 6M | +9.5% | +48.3% | -38.8% | +2.3% |
| YTD | +18.8% | +8.4% | +10.4% | +16.4% |
| 1Y | +14.7% | +6.0% | +8.7% | +12.7% |
| 3Y | +72.9% | -5.6% | +78.5% | +72.5% |
| 5Y | +13.1% | +1.3% | +11.9% | +11.1% |
| 10Y | +47.2% | +184.1% | -137.0% | +24.0% |
| All | +1,744.6% | +30,039.9% | -28,295.3% | +1,114.5% |
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