+24,936.4%
ROP vs COO
+5,336.3%
+19,600.1%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -1.5% | -2.1% | -3.4% |
| 7D | -4.4% | -2.2% | -2.2% | -4.2% |
| 30D | +3.2% | -7.0% | +10.2% | +4.0% |
| 3M | +23.1% | +12.2% | +10.9% | +21.7% |
| 6M | +13.3% | -15.1% | +28.4% | +15.0% |
| YTD | -7.9% | -15.1% | +7.2% | -6.5% |
| 1Y | -22.1% | +2.3% | -24.4% | -22.3% |
| 3Y | -16.8% | -23.7% | +6.9% | -15.3% |
| 5Y | -13.5% | -38.9% | +25.4% | -10.4% |
| 10Y | +137.7% | +49.9% | +87.8% | +128.4% |
| All | +24,936.4% | +5,336.3% | +19,600.1% | +21,771.6% |
Cumulative growth
Daily Returns
Daily percentage return beside COO.
Daily Out/Under-Performance
Portfolio return minus COO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COO 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 COO 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