+2,351.6%
INFY vs ROP
+4,074.2%
-1,722.7%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.3% | -0.5% | -1.1% |
| 7D | -8.7% | -6.1% | -2.6% | -5.7% |
| 30D | -13.0% | -3.4% | -9.6% | -11.4% |
| 3M | -8.8% | +16.7% | -25.5% | -15.5% |
| 6M | -22.6% | +8.1% | -30.6% | -25.4% |
| YTD | -37.3% | -11.7% | -25.7% | -33.5% |
| 1Y | -33.4% | -24.2% | -9.1% | -24.0% |
| 3Y | -32.3% | -19.0% | -13.3% | -26.1% |
| 5Y | -45.2% | -15.9% | -29.4% | -42.0% |
| 10Y | +80.0% | +135.7% | -55.7% | +10.1% |
| All | +2,351.6% | +4,074.2% | -1,722.7% | +376.2% |
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