+133.4%
ROP vs SM
+12.3%
+121.0%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +3.6% | -6.5% | -3.1% |
| 7D | -5.4% | -0.2% | -5.3% | -5.4% |
| 30D | -1.6% | +31.5% | -33.2% | -3.4% |
| 3M | +18.8% | +17.3% | +1.5% | +17.3% |
| 6M | +8.2% | +48.5% | -40.3% | +4.9% |
| YTD | -10.5% | +106.3% | -116.7% | -15.1% |
| 1Y | -23.7% | +47.3% | -71.0% | -26.3% |
| 3Y | -17.9% | -1.4% | -16.4% | -19.6% |
| 5Y | -15.3% | +114.0% | -129.4% | -22.5% |
| 10Y | +133.4% | +12.5% | +120.9% | +87.4% |
| All | +133.4% | +12.3% | +121.0% | +87.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling