+8,821.8%
ROP vs SIRI
-17.3%
+8,839.2%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -2.6% | -0.9% | -3.4% |
| 7D | -4.4% | +1.6% | -6.0% | -4.6% |
| 30D | +3.2% | -4.7% | +7.9% | +3.5% |
| 3M | +23.1% | +5.3% | +17.8% | +22.6% |
| 6M | +13.3% | +30.5% | -17.2% | +11.2% |
| YTD | -7.9% | +49.6% | -57.5% | -10.4% |
| 1Y | -22.1% | +28.5% | -50.6% | -23.6% |
| 3Y | -16.8% | -27.5% | +10.7% | -16.5% |
| 5Y | -13.5% | -44.7% | +31.1% | -12.7% |
| 10Y | +137.7% | -12.6% | +150.3% | +133.0% |
| All | +8,821.8% | -17.3% | +8,839.2% | +7,932.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling