+29,197.7%
ROP vs CP
+10,375.7%
+18,822.0%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -1.7% | -1.2% | -2.3% |
| 7D | +2.1% | +2.8% | -0.6% | +1.1% |
| 30D | +32.9% | +10.2% | +22.7% | +28.1% |
| 3M | +20.0% | +2.4% | +17.7% | +18.9% |
| 6M | +36.4% | +7.7% | +28.7% | +32.3% |
| YTD | +7.8% | +26.0% | -18.2% | -2.3% |
| 1Y | +8.0% | +34.6% | -26.6% | -4.8% |
| 3Y | -3.5% | +26.7% | -30.2% | -14.4% |
| 5Y | +1.5% | +24.9% | -23.4% | -10.9% |
| 10Y | +198.5% | +258.6% | -60.1% | +70.7% |
| All | +29,197.7% | +10,375.7% | +18,822.0% | +5,780.9% |
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