+718.9%
RF vs ROP
+30,787.8%
-30,068.9%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.3% | -1.9% | -2.0% |
| 7D | -1.6% | +9.2% | -10.8% | -5.0% |
| 30D | +5.0% | +35.5% | -30.5% | -6.9% |
| 3M | -10.0% | +24.4% | -34.4% | -17.7% |
| 6M | +3.3% | +38.0% | -34.7% | -9.9% |
| YTD | +7.9% | +11.1% | -3.1% | +1.6% |
| 1Y | +21.2% | +10.9% | +10.3% | +14.2% |
| 3Y | +105.8% | -0.5% | +106.3% | +101.6% |
| 5Y | +43.7% | +4.5% | +39.2% | +37.3% |
| 10Y | +289.4% | +207.5% | +82.0% | +155.4% |
| All | +718.9% | +30,787.8% | -30,068.9% | +208.8% |
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