+14.7%
ROP vs SITM
+4,532.8%
-4,518.1%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.1% | -2.6% | -0.6% |
| 7D | -8.0% | +4.8% | -12.8% | -8.3% |
| 30D | -2.7% | -9.7% | +7.0% | -2.2% |
| 3M | +16.6% | -9.3% | +25.9% | +16.1% |
| 6M | +10.4% | +69.5% | -59.1% | +2.7% |
| YTD | -12.1% | +70.5% | -82.6% | -18.8% |
| 1Y | -23.6% | +145.3% | -168.9% | -32.5% |
| 3Y | -19.3% | +432.8% | -452.1% | -37.6% |
| 5Y | -15.4% | +174.0% | -189.4% | -34.3% |
| All | +14.7% | +4,532.8% | -4,518.1% | -41.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SITM.
Daily Out/Under-Performance
Portfolio return minus SITM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SITM 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 SITM 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