+449.6%
P vs ROP
+220.2%
+229.5%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.4% | -0.3% | -16.1% | -16.3% |
| 7D | -31.9% | +9.2% | -41.1% | -35.3% |
| 30D | -36.5% | +35.5% | -72.0% | -46.9% |
| 3M | +11.6% | +24.4% | -12.9% | -3.0% |
| 6M | +25.2% | +38.0% | -12.8% | -0.3% |
| YTD | +39.4% | +11.1% | +28.4% | +26.2% |
| 1Y | -3.7% | +10.9% | -14.6% | -12.9% |
| 3Y | +167.3% | -0.5% | +167.7% | +156.8% |
| 5Y | +237.3% | +4.5% | +232.8% | +209.7% |
| 10Y | +698.6% | +207.5% | +491.2% | +299.5% |
| All | +449.6% | +220.2% | +229.5% | +197.3% |
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