+4,837.1%
SO vs ROP
+30,029.2%
-25,192.1%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.7% | -0.5% | +0.1% |
| 7D | +0.8% | -2.9% | +3.7% | +1.2% |
| 30D | +7.8% | +30.1% | -22.2% | +4.2% |
| 3M | +2.9% | +19.9% | -16.9% | +0.4% |
| 6M | +2.5% | +46.0% | -43.5% | -2.7% |
| YTD | +10.3% | +8.4% | +1.9% | +8.5% |
| 1Y | +6.4% | +8.8% | -2.4% | +4.6% |
| 3Y | +52.8% | -5.6% | +58.4% | +52.5% |
| 5Y | +78.7% | +3.0% | +75.7% | +75.8% |
| 10Y | +196.3% | +184.0% | +12.3% | +161.2% |
| All | +4,837.1% | +30,029.2% | -25,192.1% | +3,473.1% |
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