-15.0%
ROP vs IDXX
-26.5%
+11.5%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IDXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.3% | +0.1% |
| 7D | -4.6% | -5.7% | +1.1% | -3.1% |
| 30D | -1.7% | -11.5% | +9.8% | +1.5% |
| 3M | +17.1% | -9.5% | +26.6% | +20.2% |
| 6M | +10.9% | -16.0% | +26.8% | +15.8% |
| YTD | -12.1% | -25.4% | +13.3% | -5.5% |
| 1Y | -24.2% | -21.8% | -2.5% | -19.9% |
| 3Y | -20.4% | +7.0% | -27.4% | -26.0% |
| All | -15.0% | -26.5% | +11.5% | -14.9% |
Cumulative growth
Daily Returns
Daily percentage return beside IDXX.
Daily Out/Under-Performance
Portfolio return minus IDXX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IDXX 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 5y: compounded portfolio wealth divided by compounded IDXX 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…
5y analysis · Full analysis span regression · 6 months rolling