+1,460.7%
T vs ROP
+29,959.8%
-28,499.1%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.9% | +2.1% | -0.3% |
| 7D | +1.0% | +2.1% | -1.1% | +0.6% |
| 30D | -10.6% | +32.9% | -43.5% | -15.7% |
| 3M | -7.7% | +20.3% | -28.1% | -11.3% |
| 6M | -13.3% | +36.8% | -50.1% | -19.0% |
| YTD | -8.8% | +8.1% | -16.9% | -11.0% |
| 1Y | -8.4% | +8.3% | -16.7% | -10.7% |
| 3Y | +59.6% | -3.2% | +62.9% | +58.1% |
| 5Y | +52.1% | +1.7% | +50.4% | +48.2% |
| 10Y | +56.9% | +199.2% | -142.4% | +22.9% |
| All | +1,460.7% | +29,959.8% | -28,499.1% | +686.4% |
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