+16,487.8%
DE vs ROP
+25,523.2%
-9,035.4%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.6% | +3.4% | +1.0% |
| 7D | +10.0% | -4.4% | +14.5% | +11.6% |
| 30D | +13.3% | +3.2% | +10.1% | +12.0% |
| 3M | +17.5% | +23.1% | -5.6% | +9.1% |
| 6M | +13.6% | +13.3% | +0.3% | +7.9% |
| YTD | +49.8% | -7.9% | +57.6% | +51.4% |
| 1Y | +47.9% | -22.1% | +69.9% | +57.6% |
| 3Y | +72.5% | -16.8% | +89.3% | +79.3% |
| 5Y | +90.2% | -13.5% | +103.8% | +93.7% |
| 10Y | +865.4% | +137.7% | +727.7% | +621.7% |
| All | +16,487.8% | +25,523.2% | -9,035.4% | +5,818.7% |
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