+6.5%
ROP vs SM
+64.7%
-58.2%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.4% | -0.8% | +0.6% |
| 7D | +0.2% | -19.5% | +19.7% | +0.8% |
| 30D | +30.3% | -20.2% | +50.5% | +31.0% |
| 3M | +17.8% | -6.5% | +24.3% | +17.2% |
| 6M | +38.9% | +1.6% | +37.3% | +36.8% |
| YTD | +7.6% | +61.2% | -53.6% | +1.5% |
| 1Y | +6.5% | +65.4% | -58.9% | +0.7% |
| All | +6.5% | +64.7% | -58.2% | +0.7% |
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