+5.9%
ROP vs S
+38.4%
-32.5%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +8.0% | -9.1% | -2.0% |
| 7D | -1.6% | +1.6% | -3.2% | -1.9% |
| 30D | +29.5% | -10.5% | +40.0% | +31.1% |
| 3M | +17.5% | +9.9% | +7.6% | +14.5% |
| 6M | +38.1% | +41.8% | -3.7% | +27.4% |
| YTD | +7.0% | +56.8% | -49.8% | -5.5% |
| All | +5.9% | +38.4% | -32.5% | -6.1% |
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 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