+180.7%
ROP vs SM
+4.2%
+176.5%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.4% | -0.8% | +0.5% |
| 7D | +0.2% | -19.5% | +19.7% | +1.4% |
| 30D | +30.3% | -20.2% | +50.5% | +31.9% |
| 3M | +17.8% | -6.5% | +24.3% | +17.9% |
| 6M | +38.9% | +1.6% | +37.3% | +37.9% |
| YTD | +7.6% | +61.2% | -53.6% | +3.4% |
| 1Y | +6.5% | +65.4% | -58.9% | +2.1% |
| 3Y | -6.3% | -13.0% | +6.8% | -7.6% |
| 5Y | +0.9% | -4.3% | +5.2% | -2.8% |
| 10Y | +180.7% | +3.0% | +177.7% | +122.8% |
| All | +180.7% | +4.2% | +176.5% | +122.8% |
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