+1,083.5%
ROP vs SPXS
-100.0%
+1,183.5%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +1.3% | -4.9% | -3.1% |
| 7D | -4.4% | -0.1% | -4.4% | -4.4% |
| 30D | +3.2% | +0.8% | +2.4% | +3.6% |
| 3M | +23.1% | -4.7% | +27.8% | +21.4% |
| 6M | +13.3% | -29.6% | +42.9% | +1.6% |
| YTD | -7.9% | -29.8% | +22.0% | -17.1% |
| 1Y | -22.1% | -38.9% | +16.9% | -32.8% |
| 3Y | -16.8% | -79.6% | +62.8% | -46.0% |
| 5Y | -13.5% | -85.9% | +72.4% | -43.0% |
| 10Y | +137.7% | -99.5% | +237.2% | -35.3% |
| All | +1,083.5% | -100.0% | +1,183.5% | -28.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SPXS.
Daily Out/Under-Performance
Portfolio return minus SPXS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPXS 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 SPXS 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