+24,936.4%
ROP vs CP
+10,288.3%
+14,648.1%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +0.3% | -3.9% | -3.7% |
| 7D | -4.4% | -2.7% | -1.8% | -3.5% |
| 30D | +3.2% | +0.2% | +3.1% | +3.1% |
| 3M | +23.1% | +2.6% | +20.5% | +21.7% |
| 6M | +13.3% | +6.0% | +7.3% | +10.1% |
| YTD | -7.9% | +24.9% | -32.8% | -16.3% |
| 1Y | -22.1% | +20.1% | -42.2% | -28.2% |
| 3Y | -16.8% | +16.4% | -33.2% | -23.8% |
| 5Y | -13.5% | +31.7% | -45.3% | -25.8% |
| 10Y | +137.7% | +223.9% | -86.2% | +41.0% |
| All | +24,936.4% | +10,288.3% | +14,648.1% | +4,938.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CP.
Daily Out/Under-Performance
Portfolio return minus CP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CP 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 CP 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