-24.2%
ROP vs SM
+46.0%
-70.2%
-39.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.6% | -1.9% | -1.4% |
| 7D | -6.1% | -0.2% | -5.9% | -6.1% |
| 30D | -3.4% | +20.3% | -23.6% | -4.1% |
| 3M | +16.7% | +22.9% | -6.2% | +15.3% |
| 6M | +8.1% | +47.8% | -39.8% | +5.5% |
| YTD | -11.7% | +107.5% | -119.1% | -14.4% |
| 1Y | -24.2% | +51.7% | -76.0% | -26.3% |
| All | -24.2% | +46.0% | -70.2% | -26.3% |
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