+1,058.2%
ROP vs PSKY
-42.2%
+1,100.5%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -1.6% | -1.9% | -3.2% |
| 7D | -4.4% | -0.2% | -4.3% | -4.4% |
| 30D | +3.2% | +24.0% | -20.7% | -1.9% |
| 3M | +23.1% | +2.2% | +20.9% | +21.9% |
| 6M | +13.3% | -9.0% | +22.3% | +14.6% |
| YTD | -7.9% | -18.1% | +10.3% | -5.2% |
| 1Y | -22.1% | -25.1% | +3.0% | -19.5% |
| 3Y | -16.8% | -16.3% | -0.5% | -23.6% |
| 5Y | -13.5% | -70.4% | +56.8% | -1.9% |
| 10Y | +137.7% | -74.2% | +211.9% | +133.4% |
| All | +1,058.2% | -42.2% | +1,100.5% | +579.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PSKY.
Daily Out/Under-Performance
Portfolio return minus PSKY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSKY 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 PSKY 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