+26,547.1%
LOW vs ROP
+30,039.9%
-3,492.8%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | 0.0% | -1.8% | -1.8% |
| 7D | +0.1% | -2.7% | +2.8% | +0.9% |
| 30D | +21.3% | +29.7% | -8.4% | +12.3% |
| 3M | +6.0% | +21.2% | -15.2% | 0.0% |
| 6M | +2.6% | +48.3% | -45.7% | -9.2% |
| YTD | -3.6% | +8.4% | -12.0% | -7.0% |
| 1Y | -1.0% | +6.0% | -6.9% | -3.7% |
| 3Y | +24.2% | -5.6% | +29.8% | +24.2% |
| 5Y | +6.3% | +1.3% | +5.1% | +4.3% |
| 10Y | +294.1% | +184.1% | +110.0% | +196.0% |
| All | +26,547.1% | +30,039.9% | -3,492.8% | +10,616.5% |
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