+23,786.9%
ROP vs NYT
+663.6%
+23,123.3%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | 0.0% | -0.4% | -0.4% |
| 7D | -8.0% | -0.7% | -7.3% | -7.8% |
| 30D | -2.7% | +4.5% | -7.2% | -3.9% |
| 3M | +16.6% | -8.5% | +25.1% | +18.9% |
| 6M | +10.4% | -15.1% | +25.4% | +14.4% |
| YTD | -12.1% | -3.3% | -8.8% | -12.2% |
| 1Y | -23.6% | +17.0% | -40.6% | -27.6% |
| 3Y | -19.3% | +55.7% | -75.0% | -30.3% |
| 5Y | -15.4% | +38.9% | -54.2% | -26.5% |
| 10Y | +134.6% | +485.3% | -350.7% | +30.2% |
| All | +23,786.9% | +663.6% | +23,123.3% | +11,109.1% |
Cumulative growth
Daily Returns
Daily percentage return beside NYT.
Daily Out/Under-Performance
Portfolio return minus NYT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NYT 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 NYT 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