+209.9%
ON vs ROP
+2,804.9%
-2,595.0%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -3.6% | +4.6% | +3.5% |
| 7D | +2.4% | -4.4% | +6.9% | +5.6% |
| 30D | -3.3% | +3.2% | -6.5% | -5.8% |
| 3M | -43.6% | +23.1% | -66.6% | -53.1% |
| 6M | +19.0% | +13.3% | +5.6% | +3.2% |
| YTD | +37.4% | -7.9% | +45.2% | +36.1% |
| 1Y | +54.8% | -22.1% | +76.8% | +73.0% |
| 3Y | -25.2% | -16.8% | -8.4% | -20.5% |
| 5Y | +62.7% | -13.5% | +76.3% | +68.6% |
| 10Y | +574.3% | +137.7% | +436.7% | +242.0% |
| All | +209.9% | +2,804.9% | -2,595.0% | -71.6% |
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