+180.7%
ROP vs SAN
+255.1%
-74.3%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.8% | -0.2% | +0.4% |
| 7D | +0.2% | +10.8% | -10.6% | -2.1% |
| 30D | +30.3% | -5.7% | +36.1% | +31.7% |
| 3M | +17.8% | -13.4% | +31.2% | +21.2% |
| 6M | +38.9% | +3.5% | +35.3% | +36.3% |
| YTD | +7.6% | +9.7% | -2.1% | +3.3% |
| 1Y | +6.5% | +20.9% | -14.4% | -0.3% |
| 3Y | -6.3% | +254.3% | -260.6% | -34.9% |
| 5Y | +0.9% | +304.2% | -303.3% | -34.5% |
| 10Y | +180.7% | +260.2% | -79.5% | +82.6% |
| All | +180.7% | +255.1% | -74.3% | +82.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SAN.
Daily Out/Under-Performance
Portfolio return minus SAN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SAN 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 SAN 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