+23,783.2%
ROP vs NTRS
+4,344.1%
+19,439.2%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.1% | -1.1% | -0.4% |
| 7D | -4.6% | +1.4% | -6.0% | -5.1% |
| 30D | -1.7% | -0.7% | -1.0% | -1.5% |
| 3M | +17.1% | +11.3% | +5.7% | +12.3% |
| 6M | +10.9% | +35.5% | -24.7% | -1.4% |
| YTD | -12.1% | +40.6% | -52.7% | -23.1% |
| 1Y | -24.2% | +49.2% | -73.5% | -35.3% |
| 3Y | -20.4% | +167.2% | -187.6% | -46.3% |
| 5Y | -15.4% | +94.9% | -110.3% | -37.8% |
| 10Y | +134.6% | +259.5% | -124.9% | +31.4% |
| All | +23,783.2% | +4,344.1% | +19,439.2% | +7,187.4% |
Cumulative growth
Daily Returns
Daily percentage return beside NTRS.
Daily Out/Under-Performance
Portfolio return minus NTRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTRS 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 NTRS 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