+5,565.4%
ROP vs IT
+6,105.9%
-540.5%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -4.6% | +1.1% | -2.5% |
| 7D | -4.4% | -6.0% | +1.6% | -3.0% |
| 30D | +3.2% | 0.0% | +3.2% | +3.1% |
| 3M | +23.1% | +13.1% | +10.0% | +18.4% |
| 6M | +13.3% | +11.7% | +1.6% | +8.9% |
| YTD | -7.9% | -26.1% | +18.3% | -3.0% |
| 1Y | -22.1% | -21.3% | -0.8% | -19.6% |
| 3Y | -16.8% | -46.7% | +29.9% | -7.5% |
| 5Y | -13.5% | -40.5% | +27.0% | -7.3% |
| 10Y | +137.7% | +103.9% | +33.8% | +87.6% |
| All | +5,565.4% | +6,105.9% | -540.5% | +2,307.2% |
Cumulative growth
Daily Returns
Daily percentage return beside IT.
Daily Out/Under-Performance
Portfolio return minus IT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IT 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 IT 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