-15.8%
ROP vs SIMO
+418.6%
-434.3%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +8.7% | -12.3% | -3.4% |
| 7D | -4.4% | +4.2% | -8.7% | -4.4% |
| 30D | +3.2% | +4.1% | -0.9% | +3.3% |
| 3M | +23.1% | -12.9% | +35.9% | +23.4% |
| 6M | +13.3% | +110.3% | -97.0% | +6.5% |
| YTD | -7.9% | +178.6% | -186.4% | -16.5% |
| 1Y | -22.1% | +220.0% | -242.0% | -31.2% |
| All | -15.8% | +418.6% | -434.3% | -35.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling