-17.9%
ROP vs SM
-2.8%
-15.1%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +3.6% | -6.5% | -3.1% |
| 7D | -5.4% | -0.2% | -5.3% | -5.4% |
| 30D | -1.6% | +31.5% | -33.2% | -3.7% |
| 3M | +18.8% | +17.3% | +1.5% | +17.1% |
| 6M | +8.2% | +48.5% | -40.3% | +4.2% |
| YTD | -10.5% | +106.3% | -116.7% | -16.2% |
| 1Y | -23.7% | +47.3% | -71.0% | -26.6% |
| 3Y | -17.9% | -1.4% | -16.4% | -21.6% |
| All | -17.9% | -2.8% | -15.1% | -21.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling