+4,158.5%
NI vs ROP
+30,039.9%
-25,881.4%
-65.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | 0.0% | +0.5% | +0.6% |
| 7D | +3.1% | -2.7% | +5.7% | +3.6% |
| 30D | +11.2% | +29.7% | -18.6% | +5.8% |
| 3M | +9.8% | +21.2% | -11.4% | +5.8% |
| 6M | -1.6% | +48.3% | -49.9% | -9.1% |
| YTD | +12.6% | +8.4% | +4.3% | +9.9% |
| 1Y | +7.8% | +6.0% | +1.8% | +5.6% |
| 3Y | +100.5% | -5.6% | +106.1% | +99.9% |
| 5Y | +114.4% | +1.3% | +113.1% | +110.2% |
| 10Y | +193.9% | +184.1% | +9.8% | +141.1% |
| All | +4,158.5% | +30,039.9% | -25,881.4% | +2,343.9% |
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