-24.2%
ROP vs SIRI
+26.8%
-51.1%
-39.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.2% | -1.6% | -0.6% |
| 7D | -8.0% | -3.0% | -5.0% | -7.7% |
| 30D | -2.7% | +1.3% | -4.0% | -2.9% |
| 3M | +16.6% | +5.6% | +11.0% | +16.8% |
| 6M | +10.4% | +35.2% | -24.8% | +8.5% |
| YTD | -12.1% | +49.1% | -61.2% | -14.5% |
| All | -24.2% | +26.8% | -51.1% | -25.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling