+29,197.7%
ROP vs M
+471.9%
+28,725.8%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -4.6% | +1.7% | -2.0% |
| 7D | +2.1% | -4.3% | +6.4% | +3.0% |
| 30D | +32.9% | +1.3% | +31.6% | +32.5% |
| 3M | +20.0% | -7.4% | +27.4% | +21.5% |
| 6M | +36.4% | +18.3% | +18.1% | +30.6% |
| YTD | +7.8% | +7.6% | +0.3% | +4.6% |
| 1Y | +8.0% | +17.4% | -9.4% | +2.6% |
| 3Y | -3.5% | +108.4% | -111.8% | -22.8% |
| 5Y | +1.5% | -10.6% | +12.1% | -9.2% |
| 10Y | +198.5% | -3.2% | +201.6% | +115.5% |
| All | +29,197.7% | +471.9% | +28,725.8% | +11,013.0% |
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