+24,936.4%
ROP vs M
+466.3%
+24,470.1%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +2.6% | -6.1% | -4.1% |
| 7D | -4.4% | +4.7% | -9.2% | -5.3% |
| 30D | +3.2% | -9.6% | +12.9% | +5.2% |
| 3M | +23.1% | +0.9% | +22.2% | +22.2% |
| 6M | +13.3% | +22.3% | -9.0% | +7.8% |
| YTD | -7.9% | +6.5% | -14.4% | -10.3% |
| 1Y | -22.1% | +38.8% | -60.8% | -28.5% |
| 3Y | -16.8% | +115.9% | -132.7% | -34.0% |
| 5Y | -13.5% | +28.6% | -42.2% | -29.2% |
| 10Y | +137.7% | -2.5% | +140.2% | +71.4% |
| All | +24,936.4% | +466.3% | +24,470.1% | +9,436.7% |
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