+488.5%
NDAQ vs ROP
+185.2%
+303.3%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.4% | -0.6% | -0.4% |
| 7D | +1.3% | +0.7% | +0.6% | +0.8% |
| 30D | +18.0% | +28.8% | -10.8% | +1.8% |
| 3M | +11.5% | +21.1% | -9.5% | -0.5% |
| 6M | +21.1% | +52.5% | -31.5% | -6.2% |
| YTD | +12.8% | +8.9% | +3.9% | +5.8% |
| 1Y | +25.7% | +8.2% | +17.5% | +18.3% |
| 3Y | +116.8% | -5.2% | +122.0% | +118.2% |
| 5Y | +67.3% | +1.7% | +65.5% | +59.5% |
| All | +488.5% | +185.2% | +303.3% | +238.1% |
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