+2,016.4%
EXC vs ROP
+29,884.4%
-27,868.0%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.9% | +1.0% | -1.4% |
| 7D | -1.2% | +2.1% | -3.3% | -1.6% |
| 30D | +10.0% | +32.9% | -23.0% | +4.0% |
| 3M | +1.6% | +20.0% | -18.4% | -2.1% |
| 6M | +3.3% | +36.4% | -33.2% | -3.2% |
| YTD | +7.6% | +7.8% | -0.3% | +5.0% |
| 1Y | +3.5% | +8.0% | -4.5% | +1.0% |
| 3Y | +27.7% | -3.5% | +31.1% | +26.6% |
| 5Y | +41.1% | +1.5% | +39.7% | +38.1% |
| 10Y | +178.2% | +198.5% | -20.3% | +125.8% |
| All | +2,016.4% | +29,884.4% | -27,868.0% | +1,094.9% |
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 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