+126.7%
ROP vs PSKY
-85.2%
+211.9%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -4.8% | +4.9% | +0.6% |
| 7D | +5.1% | -24.6% | +29.7% | +8.1% |
| 30D | -2.8% | -36.1% | +33.4% | +2.1% |
| 3M | -15.1% | -54.8% | +39.7% | -8.8% |
| 6M | -15.1% | -54.8% | +39.7% | -8.8% |
| YTD | -15.1% | -54.8% | +39.7% | -8.8% |
| 1Y | -22.7% | -58.4% | +35.6% | -16.4% |
| 3Y | -22.1% | -40.7% | +18.6% | -22.7% |
| 5Y | -15.3% | -80.0% | +64.7% | -4.8% |
| All | +126.7% | -85.2% | +211.9% | +120.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PSKY.
Daily Out/Under-Performance
Portfolio return minus PSKY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSKY 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 10y: compounded portfolio wealth divided by compounded PSKY 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…
10y analysis · Full analysis span regression · 6 months rolling