-44.6%
INFY vs ROP
-16.2%
-28.4%
-54.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | 0.0% | +1.5% | +1.5% |
| 7D | -5.4% | -4.6% | -0.8% | -2.9% |
| 30D | -9.9% | -1.7% | -8.2% | -9.0% |
| 3M | -4.6% | +17.1% | -21.6% | -11.9% |
| 6M | -18.5% | +10.9% | -29.3% | -22.6% |
| YTD | -36.5% | -12.1% | -24.4% | -33.2% |
| 1Y | -32.8% | -24.2% | -8.5% | -24.1% |
| 3Y | -32.2% | -20.4% | -11.8% | -26.3% |
| All | -44.6% | -16.2% | -28.4% | -44.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling