-11.8%
ROP vs TECH
-42.5%
+30.7%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TECH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | 0.0% | -3.5% | -3.6% |
| 7D | -4.4% | +0.1% | -4.5% | -4.5% |
| 30D | +3.2% | +0.7% | +2.5% | +3.1% |
| 3M | +23.1% | +36.3% | -13.3% | +14.9% |
| 6M | +13.3% | +25.6% | -12.3% | +6.7% |
| YTD | -7.9% | +23.7% | -31.5% | -13.1% |
| 1Y | -22.1% | +37.6% | -59.7% | -28.8% |
| 3Y | -16.8% | -6.6% | -10.2% | -18.4% |
| All | -11.8% | -42.5% | +30.7% | -3.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TECH.
Daily Out/Under-Performance
Portfolio return minus TECH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TECH 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 5y: compounded portfolio wealth divided by compounded TECH 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…
5y analysis · Full analysis span regression · 6 months rolling