+133.4%
ROP vs SAN
+338.5%
-205.1%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.5% | -2.4% | -2.7% |
| 7D | -5.4% | +3.3% | -8.8% | -6.1% |
| 30D | -1.6% | +1.1% | -2.7% | -1.9% |
| 3M | +18.8% | +22.2% | -3.4% | +12.9% |
| 6M | +8.2% | +36.0% | -27.8% | -0.5% |
| YTD | -10.5% | +28.2% | -38.7% | -16.8% |
| 1Y | -23.7% | +54.1% | -77.9% | -32.5% |
| 3Y | -17.9% | +354.2% | -372.1% | -46.2% |
| 5Y | -15.3% | +387.3% | -402.6% | -47.5% |
| 10Y | +133.4% | +334.8% | -201.4% | +42.2% |
| All | +133.4% | +338.5% | -205.1% | +42.2% |
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