+2,858.1%
ROP vs A
+566.3%
+2,291.8%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +3.1% | -4.1% | -1.9% |
| 7D | -1.6% | +4.8% | -6.4% | -3.0% |
| 30D | +29.5% | +5.6% | +23.9% | +27.2% |
| 3M | +17.5% | +23.6% | -6.1% | +9.9% |
| 6M | +38.1% | +56.4% | -18.3% | +19.8% |
| YTD | +7.0% | +33.4% | -26.4% | -3.1% |
| 1Y | +6.5% | +23.7% | -17.2% | -1.5% |
| 3Y | -5.5% | +71.0% | -76.5% | -22.1% |
| 5Y | -0.4% | +16.8% | -17.2% | -9.4% |
| 10Y | +183.6% | +323.8% | -140.2% | +78.3% |
| All | +2,858.1% | +566.3% | +2,291.8% | +1,219.7% |
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