-15.9%
ROP vs S
+16.9%
-32.9%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +0.4% | -4.0% | -3.6% |
| 7D | -4.4% | -7.7% | +3.3% | -3.3% |
| 30D | +3.2% | -5.3% | +8.6% | +3.8% |
| 3M | +23.1% | +20.3% | +2.8% | +18.8% |
| 6M | +13.3% | +47.4% | -34.1% | +5.5% |
| YTD | -7.9% | +32.5% | -40.4% | -13.1% |
| 1Y | -22.1% | +9.5% | -31.6% | -24.8% |
| All | -15.9% | +16.9% | -32.9% | -21.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling