-11.8%
ROP vs S
-71.4%
+59.6%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +0.4% | -4.0% | -3.6% |
| 7D | -4.4% | -7.7% | +3.3% | -3.6% |
| 30D | +3.2% | -5.3% | +8.6% | +3.7% |
| 3M | +23.1% | +20.3% | +2.8% | +19.9% |
| 6M | +13.3% | +47.4% | -34.1% | +7.6% |
| YTD | -7.9% | +32.5% | -40.4% | -11.6% |
| 1Y | -22.1% | +9.5% | -31.6% | -23.9% |
| 3Y | -16.8% | +15.5% | -32.3% | -20.7% |
| All | -11.8% | -71.4% | +59.6% | -8.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling