+924.7%
ROP vs CAPR
-99.1%
+1,023.8%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +4.7% | -7.6% | -3.0% |
| 7D | +2.1% | +41.1% | -38.9% | +1.9% |
| 30D | +32.9% | +11.1% | +21.8% | +32.8% |
| 3M | +20.0% | +115.3% | -95.3% | +19.3% |
| 6M | +36.4% | -73.8% | +110.2% | +36.8% |
| YTD | +7.8% | -68.8% | +76.6% | +8.0% |
| 1Y | +8.0% | +43.3% | -35.3% | +5.8% |
| 3Y | -3.5% | +214.7% | -218.2% | -6.9% |
| 5Y | +1.5% | +141.3% | -139.8% | -2.3% |
| 10Y | +198.5% | -67.0% | +265.5% | +182.1% |
| All | +924.7% | -99.1% | +1,023.8% | +876.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CAPR.
Daily Out/Under-Performance
Portfolio return minus CAPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAPR 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 CAPR 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