+140.9%
ROP vs SIMO
+514.4%
-373.5%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +8.7% | -12.3% | -4.2% |
| 7D | -4.4% | +4.2% | -8.7% | -4.8% |
| 30D | +3.2% | +4.1% | -0.9% | +2.6% |
| 3M | +23.1% | -12.9% | +35.9% | +22.8% |
| 6M | +13.3% | +110.3% | -97.0% | +0.4% |
| YTD | -7.9% | +178.6% | -186.4% | -22.0% |
| 1Y | -22.1% | +220.0% | -242.0% | -35.7% |
| 3Y | -16.8% | +409.0% | -425.8% | -37.3% |
| 5Y | -13.5% | +277.3% | -290.8% | -34.2% |
| All | +140.9% | +514.4% | -373.5% | +57.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling