+3,721.9%
NI vs ROP
+25,523.2%
-21,801.4%
-65.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.6% | +2.9% | 0.0% |
| 7D | +2.0% | -4.4% | +6.5% | +2.9% |
| 30D | -3.5% | +3.2% | -6.8% | -4.2% |
| 3M | -9.1% | +23.1% | -32.2% | -12.8% |
| 6M | -11.8% | +13.3% | -25.1% | -14.3% |
| YTD | +1.1% | -7.9% | +8.9% | +1.8% |
| 1Y | +6.7% | -22.1% | +28.8% | +10.8% |
| 3Y | +71.1% | -16.8% | +87.9% | +74.8% |
| 5Y | +94.3% | -13.5% | +107.8% | +96.3% |
| 10Y | +135.8% | +137.7% | -1.9% | +100.1% |
| All | +3,721.9% | +25,523.2% | -21,801.4% | +2,163.8% |
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