-3.5%
ROP vs SIMO
+214.6%
-218.1%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +4.2% | -7.1% | -2.7% |
| 7D | +2.1% | -22.0% | +24.1% | +1.1% |
| 30D | +32.9% | -43.0% | +76.0% | +30.6% |
| 3M | +20.0% | -39.1% | +59.2% | +18.3% |
| 6M | +36.4% | -33.3% | +69.7% | +33.5% |
| YTD | +7.8% | +77.0% | -69.1% | -3.2% |
| 1Y | +8.0% | +73.0% | -65.0% | -2.9% |
| 3Y | -3.5% | +215.7% | -219.2% | -23.5% |
| All | -3.5% | +214.6% | -218.1% | -23.5% |
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