+183.6%
ROP vs SM
+4.9%
+178.7%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.7% | +1.7% | -0.9% |
| 7D | -1.6% | -22.3% | +20.6% | -0.2% |
| 30D | +29.5% | -21.4% | +50.9% | +31.3% |
| 3M | +17.5% | +1.4% | +16.2% | +17.0% |
| 6M | +38.1% | +0.1% | +38.0% | +37.2% |
| YTD | +7.0% | +59.0% | -52.0% | +2.9% |
| 1Y | +6.5% | +64.3% | -57.8% | +2.2% |
| 3Y | -5.5% | -13.1% | +7.7% | -6.9% |
| 5Y | -0.4% | -13.9% | +13.5% | -3.5% |
| 10Y | +183.6% | +1.7% | +181.9% | +125.5% |
| All | +183.6% | +4.9% | +178.7% | +125.5% |
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