-22.1%
ROP vs SM
+36.8%
-58.8%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -3.1% | -0.5% | -3.4% |
| 7D | -4.4% | -0.5% | -3.9% | -4.4% |
| 30D | +3.2% | +25.6% | -22.3% | +2.1% |
| 3M | +23.1% | +8.0% | +15.0% | +22.5% |
| 6M | +13.3% | +50.8% | -37.5% | +10.3% |
| YTD | -7.9% | +97.9% | -105.7% | -10.8% |
| 1Y | -22.1% | +33.8% | -55.9% | -23.7% |
| All | -22.1% | +36.8% | -58.8% | -23.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SM.
Daily Out/Under-Performance
Portfolio return minus SM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SM 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 SM 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