+8,579.1%
TPR vs ROP
+3,277.7%
+5,301.4%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.6% | -0.9% | -0.7% |
| 7D | +12.1% | +0.2% | +11.9% | +11.9% |
| 30D | +16.7% | +30.3% | -13.6% | -1.4% |
| 3M | -17.4% | +17.8% | -35.2% | -26.0% |
| 6M | +2.3% | +38.9% | -36.6% | -18.6% |
| YTD | +7.1% | +7.6% | -0.5% | -1.7% |
| 1Y | +29.5% | +6.5% | +23.0% | +19.6% |
| 3Y | +415.0% | -6.3% | +421.3% | +408.3% |
| 5Y | +261.5% | +0.9% | +260.5% | +238.2% |
| 10Y | +383.3% | +180.7% | +202.6% | +141.6% |
| All | +8,579.1% | +3,277.7% | +5,301.4% | +955.0% |
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