+4.6%
ROP vs S
-49.1%
+53.6%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.4% | +1.0% | +0.6% |
| 7D | +0.2% | +1.4% | -1.2% | 0.0% |
| 30D | +30.3% | -10.8% | +41.1% | +31.5% |
| 3M | +17.8% | +5.4% | +12.4% | +16.3% |
| 6M | +38.9% | +41.2% | -2.3% | +32.5% |
| YTD | +7.6% | +56.2% | -48.6% | +1.1% |
| 1Y | +6.5% | +36.3% | -29.8% | +1.3% |
| 3Y | -6.3% | +49.4% | -55.7% | -12.9% |
| 5Y | +0.9% | -66.9% | +67.8% | -0.3% |
| All | +4.6% | -49.1% | +53.6% | +4.2% |
Cumulative growth
Daily Returns
Daily percentage return beside S.
Daily Out/Under-Performance
Portfolio return minus S return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × S 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 S 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