-5.6%
ROP vs SIMO
+248.6%
-254.2%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +8.7% | -8.0% | +1.1% |
| 7D | -2.9% | +0.9% | -3.9% | -2.8% |
| 30D | +30.1% | -25.4% | +55.4% | +29.0% |
| 3M | +19.9% | -17.8% | +37.6% | +19.2% |
| 6M | +46.0% | -29.6% | +75.6% | +44.4% |
| YTD | +8.4% | +100.3% | -92.0% | -2.1% |
| 1Y | +8.8% | +100.4% | -91.6% | -1.8% |
| All | -5.6% | +248.6% | -254.2% | -23.9% |
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