+1,449.6%
NET vs ROP
+18.4%
+1,431.1%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -3.6% | +1.6% | +0.7% |
| 7D | -7.0% | -4.4% | -2.5% | -3.8% |
| 30D | -4.8% | +3.2% | -8.0% | -7.0% |
| 3M | +3.8% | +23.1% | -19.2% | -12.8% |
| 6M | +50.0% | +13.3% | +36.7% | +35.4% |
| YTD | +41.5% | -7.9% | +49.3% | +47.8% |
| 1Y | +32.8% | -22.1% | +54.9% | +57.3% |
| 3Y | +335.9% | -16.8% | +352.7% | +390.7% |
| 5Y | +113.8% | -13.5% | +127.4% | +133.5% |
| All | +1,449.6% | +18.4% | +1,431.1% | +1,427.7% |
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 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