+574.2%
F vs ROP
+30,787.8%
-30,213.6%
-95.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.3% | -0.8% | -1.0% |
| 7D | +1.4% | +9.2% | -7.8% | -1.6% |
| 30D | +2.0% | +35.5% | -33.5% | -8.0% |
| 3M | -10.4% | +24.4% | -34.8% | -16.9% |
| 6M | +9.7% | +38.0% | -28.3% | -2.5% |
| YTD | -1.2% | +11.1% | -12.3% | -6.4% |
| 1Y | 0.0% | +10.9% | -10.9% | -5.2% |
| 3Y | +41.1% | -0.5% | +41.5% | +37.9% |
| 5Y | -11.4% | +4.5% | -15.9% | -14.6% |
| 10Y | +85.0% | +207.5% | -122.5% | +26.2% |
| All | +574.2% | +30,787.8% | -30,213.6% | +123.5% |
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