+5.3%
ROP vs S
-51.5%
+56.8%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -6.3% | +6.3% | +0.7% |
| 7D | -2.7% | +4.1% | -6.7% | -3.1% |
| 30D | +29.7% | -7.2% | +36.9% | +30.3% |
| 3M | +21.2% | 0.0% | +21.3% | +20.3% |
| 6M | +48.3% | +41.6% | +6.6% | +41.3% |
| YTD | +8.4% | +48.6% | -40.2% | +2.4% |
| 1Y | +6.0% | +30.0% | -24.1% | +1.3% |
| 3Y | -5.6% | +42.2% | -47.8% | -11.8% |
| 5Y | +1.3% | -70.8% | +72.1% | +0.8% |
| All | +5.3% | -51.5% | +56.8% | +5.5% |
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