+4,535.7%
SO vs ROP
+25,523.2%
-20,987.6%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.6% | +2.8% | -0.3% |
| 7D | -0.2% | -4.4% | +4.3% | +0.4% |
| 30D | -4.6% | +3.2% | -7.8% | -5.0% |
| 3M | -3.0% | +23.1% | -26.1% | -5.7% |
| 6M | -8.3% | +13.3% | -21.6% | -10.0% |
| YTD | +3.5% | -7.9% | +11.4% | +4.1% |
| 1Y | -0.9% | -22.1% | +21.1% | +1.8% |
| 3Y | +45.4% | -16.8% | +62.2% | +47.6% |
| 5Y | +59.6% | -13.5% | +73.1% | +60.7% |
| 10Y | +156.6% | +137.7% | +18.9% | +131.5% |
| All | +4,535.7% | +25,523.2% | -20,987.6% | +3,329.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ROP.
Daily Out/Under-Performance
Portfolio return minus ROP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROP 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 ROP 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