+380.3%
NDAQ vs ROP
+132.1%
+248.1%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.3% | +0.5% | -0.1% |
| 7D | -1.6% | -6.1% | +4.6% | +2.1% |
| 30D | -1.5% | -3.4% | +1.9% | +0.4% |
| 3M | +8.0% | +16.7% | -8.6% | -1.8% |
| 6M | +7.7% | +8.1% | -0.3% | +2.1% |
| YTD | -2.3% | -11.7% | +9.3% | +3.6% |
| 1Y | +0.6% | -24.2% | +24.8% | +16.5% |
| 3Y | +90.9% | -19.0% | +109.9% | +110.6% |
| 5Y | +52.5% | -15.9% | +68.3% | +62.5% |
| 10Y | +380.3% | +135.7% | +244.6% | +209.7% |
| All | +380.3% | +132.1% | +248.1% | +209.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling