+5,283.0%
O vs ROP
+9,958.2%
-4,675.2%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.0% | +1.8% | +1.1% |
| 7D | +3.3% | -1.6% | +5.0% | +3.9% |
| 30D | +10.3% | +29.5% | -19.2% | +1.5% |
| 3M | -3.5% | +17.5% | -21.0% | -8.6% |
| 6M | -1.3% | +38.1% | -39.3% | -11.7% |
| YTD | +10.3% | +7.0% | +3.4% | +6.2% |
| 1Y | +10.4% | +6.5% | +3.9% | +6.4% |
| 3Y | +40.0% | -5.5% | +45.5% | +38.7% |
| 5Y | +12.4% | -0.4% | +12.7% | +8.7% |
| 10Y | +78.2% | +183.6% | -105.4% | +24.3% |
| All | +5,283.0% | +9,958.2% | -4,675.2% | +1,920.4% |
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