+10.6%
ROP vs SIMO
+94.5%
-83.9%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -9.6% | +13.5% | +2.8% |
| 7D | +11.7% | -16.9% | +28.6% | +9.6% |
| 30D | +35.5% | -35.4% | +70.8% | +30.4% |
| 3M | +25.6% | -31.9% | +57.5% | +22.4% |
| 6M | +39.3% | -19.3% | +58.6% | +36.7% |
| YTD | +11.6% | +98.5% | -86.8% | +9.2% |
| 1Y | +10.6% | +100.5% | -89.9% | +8.2% |
| All | +10.6% | +94.5% | -83.9% | +8.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SIMO.
Daily Out/Under-Performance
Portfolio return minus SIMO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SIMO 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 1y: compounded portfolio wealth divided by compounded SIMO 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…
1y analysis · Full analysis span regression · 6 months rolling