-15.9%
ROP vs SITM
+164.5%
-180.4%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.5% | +0.2% | -1.3% |
| 7D | -6.1% | +3.7% | -9.8% | -6.3% |
| 30D | -3.4% | -14.5% | +11.2% | -2.7% |
| 3M | +16.7% | -10.6% | +27.2% | +16.5% |
| 6M | +8.1% | +65.5% | -57.5% | +1.9% |
| YTD | -11.7% | +67.0% | -78.7% | -17.2% |
| 1Y | -24.2% | +138.6% | -162.8% | -31.7% |
| 3Y | -19.0% | +421.8% | -440.8% | -35.3% |
| 5Y | -15.9% | +172.4% | -188.3% | -33.9% |
| All | -15.9% | +164.5% | -180.4% | -33.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling