+6.0%
ROP vs S
+29.4%
-23.4%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -6.3% | +6.3% | +0.8% |
| 7D | -2.7% | +4.1% | -6.7% | -3.2% |
| 30D | +29.7% | -7.2% | +36.9% | +30.4% |
| 3M | +21.2% | 0.0% | +21.3% | +19.7% |
| 6M | +48.3% | +41.6% | +6.6% | +36.2% |
| YTD | +8.4% | +48.6% | -40.2% | -3.8% |
| 1Y | +6.0% | +30.0% | -24.1% | -5.4% |
| All | +6.0% | +29.4% | -23.4% | -5.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling