+2,448.0%
ROP vs A
+457.0%
+1,991.0%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +0.6% | -4.2% | -3.7% |
| 7D | -4.4% | -1.9% | -2.5% | -3.9% |
| 30D | +3.2% | +6.9% | -3.7% | +1.2% |
| 3M | +23.1% | +9.2% | +13.8% | +19.7% |
| 6M | +13.3% | +25.7% | -12.4% | +5.0% |
| YTD | -7.9% | +11.5% | -19.4% | -11.6% |
| 1Y | -22.1% | +18.4% | -40.4% | -26.8% |
| 3Y | -16.8% | +26.6% | -43.4% | -24.9% |
| 5Y | -13.5% | -12.8% | -0.7% | -14.1% |
| 10Y | +137.7% | +247.2% | -109.5% | +59.0% |
| All | +2,448.0% | +457.0% | +1,991.0% | +1,103.2% |
Cumulative growth
Daily Returns
Daily percentage return beside A.
Daily Out/Under-Performance
Portfolio return minus A return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × A 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 A 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