+5,387.7%
O vs ROP
+8,563.8%
-3,176.1%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.6% | +2.8% | +0.3% |
| 7D | -0.7% | -4.4% | +3.7% | +0.7% |
| 30D | -1.9% | +3.2% | -5.1% | -3.0% |
| 3M | +3.8% | +23.1% | -19.2% | -3.2% |
| 6M | -4.7% | +13.3% | -18.1% | -9.2% |
| YTD | +12.5% | -7.9% | +20.3% | +13.8% |
| 1Y | +10.8% | -22.1% | +32.9% | +18.2% |
| 3Y | +28.8% | -16.8% | +45.6% | +33.2% |
| 5Y | +13.2% | -13.5% | +26.7% | +14.8% |
| 10Y | +53.5% | +137.7% | -84.2% | +13.4% |
| All | +5,387.7% | +8,563.8% | -3,176.1% | +2,065.8% |
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