+6,564.0%
ROP vs IT
+6,253.0%
+311.0%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.1% | +1.2% | +0.3% |
| 7D | -2.7% | -3.7% | +1.0% | -1.8% |
| 30D | +29.7% | -3.1% | +32.8% | +30.4% |
| 3M | +21.2% | +6.3% | +14.9% | +18.9% |
| 6M | +48.3% | +24.8% | +23.5% | +38.6% |
| YTD | +8.4% | -24.4% | +32.7% | +13.0% |
| 1Y | +6.0% | -17.1% | +23.1% | +8.0% |
| 3Y | -5.6% | -53.6% | +48.0% | +8.2% |
| 5Y | +1.3% | -42.5% | +43.8% | +9.0% |
| 10Y | +184.1% | +88.8% | +95.3% | +127.1% |
| All | +6,564.0% | +6,253.0% | +311.0% | +2,703.8% |
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