+29,339.2%
ROP vs M
+515.8%
+28,823.4%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.9% | +1.6% | +0.9% |
| 7D | -2.9% | -3.3% | +0.4% | -2.4% |
| 30D | +30.1% | +8.1% | +22.0% | +27.8% |
| 3M | +19.9% | +2.2% | +17.7% | +18.9% |
| 6M | +46.0% | +35.1% | +10.9% | +36.0% |
| YTD | +8.4% | +15.8% | -7.5% | +3.4% |
| 1Y | +8.8% | +25.8% | -17.0% | +1.9% |
| 3Y | -5.6% | +156.2% | -161.9% | -27.7% |
| 5Y | +3.0% | -2.4% | +5.4% | -9.5% |
| 10Y | +184.0% | -7.1% | +191.1% | +108.4% |
| All | +29,339.2% | +515.8% | +28,823.4% | +10,893.0% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 M 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