+776.8%
RF vs ROP
+25,523.2%
-24,746.4%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.6% | +3.5% | +1.3% |
| 7D | +1.3% | -4.4% | +5.8% | +3.1% |
| 30D | -3.6% | +3.2% | -6.8% | -5.0% |
| 3M | +8.1% | +23.1% | -15.0% | -0.9% |
| 6M | +11.5% | +13.3% | -1.8% | +5.2% |
| YTD | +15.6% | -7.9% | +23.4% | +17.4% |
| 1Y | +15.7% | -22.1% | +37.7% | +25.3% |
| 3Y | +86.9% | -16.8% | +103.7% | +97.1% |
| 5Y | +89.8% | -13.5% | +103.3% | +95.8% |
| 10Y | +344.7% | +137.7% | +207.0% | +222.5% |
| All | +776.8% | +25,523.2% | -24,746.4% | +256.8% |
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