+129.7%
ROP vs SIRI
-10.2%
+139.9%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.9% | -1.0% | -0.2% |
| 7D | -4.6% | +0.6% | -5.2% | -4.7% |
| 30D | -1.7% | +2.5% | -4.2% | -2.2% |
| 3M | +17.1% | +6.6% | +10.5% | +15.7% |
| 6M | +10.9% | +32.9% | -22.0% | +5.0% |
| YTD | -12.1% | +50.5% | -62.6% | -18.8% |
| 1Y | -24.2% | +28.0% | -52.2% | -28.1% |
| 3Y | -20.4% | -22.4% | +2.0% | -20.8% |
| 5Y | -15.4% | -41.3% | +25.9% | -14.3% |
| All | +129.7% | -10.2% | +139.9% | +95.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SIRI.
Daily Out/Under-Performance
Portfolio return minus SIRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SIRI 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 SIRI 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