+6,477.2%
ROP vs IT
+6,259.0%
+218.2%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.5% | -1.5% | -1.2% |
| 7D | -1.6% | -18.8% | +17.2% | +3.1% |
| 30D | +29.5% | -0.1% | +29.6% | +29.3% |
| 3M | +17.5% | +2.9% | +14.6% | +16.2% |
| 6M | +38.1% | +20.4% | +17.7% | +30.2% |
| YTD | +7.0% | -24.3% | +31.3% | +11.5% |
| 1Y | +6.5% | -17.2% | +23.7% | +8.6% |
| 3Y | -5.5% | -52.4% | +46.9% | +7.7% |
| 5Y | -0.4% | -43.7% | +43.3% | +7.7% |
| 10Y | +183.6% | +90.3% | +93.3% | +126.3% |
| All | +6,477.2% | +6,259.0% | +218.2% | +2,666.9% |
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