+5,241.4%
O vs ROP
+10,064.0%
-4,822.6%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.9% | +2.2% | +0.2% |
| 7D | +3.7% | +2.1% | +1.6% | +3.0% |
| 30D | +11.2% | +32.9% | -21.7% | +1.4% |
| 3M | -4.0% | +20.3% | -24.3% | -9.8% |
| 6M | -5.2% | +36.8% | -42.0% | -15.0% |
| YTD | +9.5% | +8.1% | +1.4% | +5.0% |
| 1Y | +10.6% | +8.3% | +2.3% | +6.0% |
| 3Y | +38.1% | -3.2% | +41.4% | +35.8% |
| 5Y | +10.2% | +1.7% | +8.5% | +5.9% |
| 10Y | +71.4% | +199.2% | -127.8% | +17.6% |
| All | +5,241.4% | +10,064.0% | -4,822.6% | +1,898.3% |
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 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