-20.0%
ROP vs SIRI
-24.2%
+4.2%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.9% | -0.4% | -1.3% |
| 7D | -6.1% | -3.9% | -2.2% | -5.8% |
| 30D | -3.4% | -0.8% | -2.5% | -3.3% |
| 3M | +16.7% | +4.3% | +12.4% | +16.4% |
| 6M | +8.1% | +34.1% | -26.0% | +5.4% |
| YTD | -11.7% | +47.3% | -59.0% | -14.7% |
| 1Y | -24.2% | +22.9% | -47.1% | -25.7% |
| All | -20.0% | -24.2% | +4.2% | -21.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling