+2,344.4%
ROP vs SNY
+241.9%
+2,102.5%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.1% | -0.1% | -0.1% |
| 7D | -4.6% | -3.3% | -1.3% | -3.3% |
| 30D | -1.7% | -2.2% | +0.5% | -0.9% |
| 3M | +17.1% | -3.0% | +20.1% | +18.4% |
| 6M | +10.9% | +2.7% | +8.1% | +9.2% |
| YTD | -12.1% | -6.8% | -5.3% | -10.1% |
| 1Y | -24.2% | -5.3% | -19.0% | -23.3% |
| 3Y | -20.4% | -9.8% | -10.6% | -20.7% |
| 5Y | -15.4% | +9.7% | -25.1% | -24.5% |
| 10Y | +134.6% | +64.5% | +70.1% | +69.9% |
| All | +2,344.4% | +241.9% | +2,102.5% | +1,034.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling