+190.0%
ON vs ROP
+3,292.6%
-3,102.6%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.6% | +0.1% | +0.3% |
| 7D | -4.1% | +0.2% | -4.3% | -4.5% |
| 30D | -10.2% | +30.3% | -40.5% | -26.6% |
| 3M | -12.7% | +17.8% | -30.5% | -24.0% |
| 6M | -32.5% | +38.9% | -71.4% | -50.0% |
| YTD | +28.6% | +7.6% | +20.9% | +12.1% |
| 1Y | +43.4% | +6.5% | +36.9% | +26.0% |
| 3Y | +3.3% | -6.3% | +9.6% | -0.5% |
| 5Y | +22.5% | +0.9% | +21.6% | +12.0% |
| 10Y | +535.7% | +180.7% | +355.0% | +181.8% |
| All | +190.0% | +3,292.6% | -3,102.6% | -76.6% |
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