+1,473.0%
T vs ROP
+29,647.0%
-28,174.0%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.0% | +1.8% | +1.0% |
| 7D | +1.7% | -1.6% | +3.3% | +2.0% |
| 30D | -1.7% | +29.5% | -31.3% | -6.8% |
| 3M | -7.3% | +17.5% | -24.9% | -10.5% |
| 6M | -11.2% | +38.1% | -49.3% | -17.2% |
| YTD | -8.1% | +7.0% | -15.0% | -10.1% |
| 1Y | -8.0% | +6.5% | -14.5% | -10.0% |
| 3Y | +62.1% | -5.5% | +67.6% | +61.4% |
| 5Y | +55.7% | -0.4% | +56.1% | +52.4% |
| 10Y | +54.1% | +183.6% | -129.5% | +21.9% |
| All | +1,473.0% | +29,647.0% | -28,174.0% | +694.3% |
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