+23,786.9%
ROP vs IDXX
+33,668.7%
-9,881.8%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IDXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.7% | +1.2% | -0.1% |
| 7D | -8.0% | -4.3% | -3.7% | -7.2% |
| 30D | -2.7% | -13.7% | +10.9% | +0.2% |
| 3M | +16.6% | -9.1% | +25.6% | +18.8% |
| 6M | +10.4% | -15.4% | +25.8% | +14.0% |
| YTD | -12.1% | -25.1% | +13.0% | -7.0% |
| 1Y | -23.6% | -20.6% | -3.0% | -20.5% |
| 3Y | -19.3% | +8.7% | -28.1% | -22.9% |
| 5Y | -15.4% | -25.7% | +10.3% | -14.1% |
| 10Y | +134.6% | +360.6% | -226.0% | +66.3% |
| All | +23,786.9% | +33,668.7% | -9,881.8% | +10,041.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling