+24,936.4%
ROP vs LEN
+4,138.8%
+20,797.7%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -1.0% | -2.5% | -3.3% |
| 7D | -4.4% | -3.2% | -1.3% | -3.7% |
| 30D | +3.2% | -4.9% | +8.1% | +4.3% |
| 3M | +23.1% | -8.5% | +31.5% | +25.0% |
| 6M | +13.3% | -20.7% | +34.0% | +18.4% |
| YTD | -7.9% | -17.4% | +9.6% | -5.1% |
| 1Y | -22.1% | -38.2% | +16.2% | -14.6% |
| 3Y | -16.8% | -24.9% | +8.1% | -14.7% |
| 5Y | -13.5% | -11.4% | -2.1% | -16.2% |
| 10Y | +137.7% | +110.0% | +27.7% | +77.9% |
| All | +24,936.4% | +4,138.8% | +20,797.7% | +9,765.7% |
Cumulative growth
Daily Returns
Daily percentage return beside LEN.
Daily Out/Under-Performance
Portfolio return minus LEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LEN 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 LEN 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