+1,774.4%
D vs ROP
+29,884.4%
-28,110.0%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.9% | +1.4% | -1.0% |
| 7D | +3.0% | +2.1% | +0.8% | +2.6% |
| 30D | +11.5% | +32.9% | -21.4% | +6.4% |
| 3M | +3.7% | +20.0% | -16.3% | +0.6% |
| 6M | +13.5% | +36.4% | -22.9% | +7.5% |
| YTD | +20.7% | +7.8% | +12.9% | +18.3% |
| 1Y | +18.2% | +8.0% | +10.2% | +15.8% |
| 3Y | +73.3% | -3.5% | +76.8% | +72.2% |
| 5Y | +12.3% | +1.5% | +10.8% | +10.2% |
| 10Y | +43.4% | +198.5% | -155.1% | +20.1% |
| All | +1,774.4% | +29,884.4% | -28,110.0% | +1,135.1% |
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