+24,936.4%
ROP vs SAN
+2,350.2%
+22,586.2%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.8% | -2.8% | -3.3% |
| 7D | -4.4% | +1.8% | -6.2% | -4.9% |
| 30D | +3.2% | +2.0% | +1.3% | +2.6% |
| 3M | +23.1% | +19.7% | +3.3% | +16.0% |
| 6M | +13.3% | +30.6% | -17.3% | +3.3% |
| YTD | -7.9% | +28.8% | -36.7% | -16.0% |
| 1Y | -22.1% | +57.8% | -79.8% | -33.3% |
| 3Y | -16.8% | +338.1% | -354.9% | -49.0% |
| 5Y | -13.5% | +384.2% | -397.7% | -50.6% |
| 10Y | +137.7% | +353.1% | -215.5% | +28.7% |
| All | +24,936.4% | +2,350.2% | +22,586.2% | +8,860.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling