+5,388.6%
ROL vs ROP
+29,884.4%
-24,495.8%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.9% | +0.8% | -1.3% |
| 7D | +9.5% | +2.1% | +7.3% | +8.9% |
| 30D | +22.9% | +32.9% | -10.0% | +13.8% |
| 3M | +3.5% | +20.0% | -16.5% | -1.6% |
| 6M | -29.4% | +36.4% | -65.8% | -35.5% |
| YTD | -36.1% | +7.8% | -43.9% | -38.0% |
| 1Y | -34.4% | +8.0% | -42.3% | -36.4% |
| 3Y | +4.0% | -3.5% | +7.5% | +3.4% |
| 5Y | +13.2% | +1.5% | +11.8% | +10.9% |
| 10Y | +219.7% | +198.5% | +21.2% | +137.8% |
| All | +5,388.6% | +29,884.4% | -24,495.8% | +2,233.2% |
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