-20.4%
ROP vs SNY
-9.6%
-10.8%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.1% | -0.1% | 0.0% |
| 7D | -4.6% | -3.3% | -1.3% | -4.1% |
| 30D | -1.7% | -2.2% | +0.5% | -1.4% |
| 3M | +17.1% | -3.0% | +20.1% | +17.6% |
| 6M | +10.9% | +2.7% | +8.1% | +10.3% |
| YTD | -12.1% | -6.8% | -5.3% | -11.3% |
| 1Y | -24.2% | -5.3% | -19.0% | -23.8% |
| 3Y | -20.4% | -9.8% | -10.6% | -19.9% |
| All | -20.4% | -9.6% | -10.8% | -19.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SNY.
Daily Out/Under-Performance
Portfolio return minus SNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNY 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 SNY 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