-11.8%
ROP vs SM
+107.8%
-119.6%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -2.5% | -1.1% | -3.4% |
| 7D | -4.4% | +0.1% | -4.5% | -4.5% |
| 30D | +3.2% | +26.3% | -23.1% | +1.3% |
| 3M | +23.1% | +8.7% | +14.4% | +21.9% |
| 6M | +13.3% | +51.7% | -38.4% | +9.0% |
| YTD | -7.9% | +99.0% | -106.9% | -13.4% |
| 1Y | -22.1% | +34.6% | -56.6% | -24.6% |
| 3Y | -16.8% | -7.8% | -9.1% | -18.8% |
| All | -11.8% | +107.8% | -119.6% | -20.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling