+12,471.5%
FIX vs ROP
+3,947.6%
+8,523.9%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -3.6% | +5.5% | +3.5% |
| 7D | +6.0% | -4.4% | +10.5% | +8.2% |
| 30D | -7.2% | +3.2% | -10.5% | -8.9% |
| 3M | -15.9% | +23.1% | -38.9% | -25.3% |
| 6M | +12.7% | +13.3% | -0.6% | +2.8% |
| YTD | +72.8% | -7.9% | +80.6% | +71.7% |
| 1Y | +122.9% | -22.1% | +144.9% | +139.2% |
| 3Y | +774.3% | -16.8% | +791.1% | +807.5% |
| 5Y | +2,049.5% | -13.5% | +2,063.0% | +2,090.5% |
| 10Y | +5,821.5% | +137.7% | +5,683.8% | +3,786.7% |
| All | +12,471.5% | +3,947.6% | +8,523.9% | +3,189.5% |
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