+5.9%
ROP vs SM
+62.4%
-56.5%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.7% | +1.7% | -1.0% |
| 7D | -1.6% | -22.3% | +20.6% | -0.9% |
| 30D | +29.5% | -21.4% | +50.9% | +30.3% |
| 3M | +17.5% | +1.4% | +16.2% | +16.3% |
| 6M | +38.1% | +0.1% | +38.0% | +36.0% |
| YTD | +7.0% | +59.0% | -52.0% | +0.9% |
| All | +5.9% | +62.4% | -56.5% | +0.1% |
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