+119.9%
NDAQ vs ROP
-3.5%
+123.4%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.9% | +3.2% | +1.7% |
| 7D | +0.8% | +2.1% | -1.3% | -0.3% |
| 30D | +16.5% | +32.9% | -16.4% | +0.9% |
| 3M | +13.5% | +20.3% | -6.8% | +3.1% |
| 6M | +20.9% | +36.8% | -15.8% | +2.4% |
| YTD | +11.4% | +8.1% | +3.3% | +6.2% |
| 1Y | +25.9% | +8.3% | +17.7% | +19.9% |
| 3Y | +119.9% | -3.2% | +123.1% | +121.3% |
| All | +119.9% | -3.5% | +123.4% | +121.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling