+16,048.2%
DE vs ROP
+30,173.0%
-14,124.8%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.4% | -1.2% | -0.9% |
| 7D | +0.3% | +0.7% | -0.4% | 0.0% |
| 30D | +3.6% | +28.8% | -25.2% | -4.9% |
| 3M | +10.2% | +21.1% | -10.8% | +3.1% |
| 6M | +16.6% | +52.5% | -36.0% | +0.4% |
| YTD | +45.8% | +8.9% | +36.9% | +39.1% |
| 1Y | +43.9% | +8.2% | +35.7% | +37.5% |
| 3Y | +89.6% | -5.2% | +94.8% | +88.1% |
| 5Y | +100.3% | +1.7% | +98.6% | +92.8% |
| 10Y | +760.8% | +185.4% | +575.4% | +504.6% |
| All | +16,048.2% | +30,173.0% | -14,124.8% | +5,337.8% |
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