+24,936.4%
ROP vs APD
+3,426.1%
+21,510.3%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -1.0% | -2.6% | -3.1% |
| 7D | -4.4% | -2.2% | -2.2% | -3.5% |
| 30D | +3.2% | +2.1% | +1.1% | +2.2% |
| 3M | +23.1% | +7.2% | +15.9% | +18.8% |
| 6M | +13.3% | +11.2% | +2.1% | +7.0% |
| YTD | -7.9% | +24.4% | -32.2% | -17.5% |
| 1Y | -22.1% | +6.7% | -28.7% | -25.7% |
| 3Y | -16.8% | +9.2% | -26.0% | -24.3% |
| 5Y | -13.5% | +27.4% | -40.9% | -28.2% |
| 10Y | +137.7% | +164.8% | -27.1% | +36.9% |
| All | +24,936.4% | +3,426.1% | +21,510.3% | +5,349.5% |
Cumulative growth
Daily Returns
Daily percentage return beside APD.
Daily Out/Under-Performance
Portfolio return minus APD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APD 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 APD 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