+7,433.0%
FIX vs ROP
+4,779.2%
+2,653.8%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.6% | -0.3% | -11.3% | -11.5% |
| 7D | -27.2% | +9.2% | -36.4% | -30.5% |
| 30D | -46.9% | +35.5% | -82.4% | -54.4% |
| 3M | -44.4% | +24.4% | -68.9% | -50.7% |
| 6M | -50.9% | +38.0% | -88.9% | -59.6% |
| YTD | +3.5% | +11.1% | -7.5% | -7.1% |
| 1Y | -2.1% | +10.9% | -13.0% | -12.2% |
| 3Y | +418.7% | -0.5% | +419.2% | +387.8% |
| 5Y | +894.6% | +4.5% | +890.0% | +813.7% |
| 10Y | +3,465.5% | +207.5% | +3,258.0% | +1,952.3% |
| All | +7,433.0% | +4,779.2% | +2,653.8% | +1,679.3% |
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