+2,666.5%
NDAQ vs ROP
+2,859.1%
-192.6%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.6% | +0.8% | +1.0% |
| 7D | +2.9% | +0.2% | +2.7% | +2.7% |
| 30D | +17.5% | +30.3% | -12.8% | +0.3% |
| 3M | +15.4% | +17.8% | -2.3% | +4.4% |
| 6M | +24.6% | +38.9% | -14.3% | +1.4% |
| YTD | +14.4% | +7.6% | +6.8% | +7.7% |
| 1Y | +26.9% | +6.5% | +20.4% | +20.1% |
| 3Y | +119.8% | -6.3% | +126.1% | +122.0% |
| 5Y | +70.5% | +0.9% | +69.6% | +63.2% |
| 10Y | +475.8% | +180.7% | +295.0% | +188.3% |
| All | +2,666.5% | +2,859.1% | -192.6% | +485.4% |
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