-13.0%
ROP vs S
-57.8%
+44.7%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -2.3% | -0.6% | -2.6% |
| 7D | -5.4% | -5.8% | +0.4% | -4.8% |
| 30D | -1.6% | -9.2% | +7.6% | -0.8% |
| 3M | +18.8% | +23.4% | -4.5% | +15.7% |
| 6M | +8.2% | +36.9% | -28.7% | +3.9% |
| YTD | -10.5% | +29.5% | -40.0% | -13.7% |
| 1Y | -23.7% | +5.4% | -29.2% | -25.2% |
| 3Y | -17.9% | +14.7% | -32.6% | -21.3% |
| 5Y | -15.3% | -71.5% | +56.2% | -14.8% |
| All | -13.0% | -57.8% | +44.7% | -11.1% |
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