-14.7%
ROP vs SPXU
-86.1%
+71.3%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +1.7% | -4.5% | -2.5% |
| 7D | -5.4% | -1.5% | -3.9% | -5.7% |
| 30D | -1.6% | +3.7% | -5.4% | -0.7% |
| 3M | +18.8% | -9.6% | +28.4% | +16.3% |
| 6M | +8.2% | -32.4% | +40.6% | -0.9% |
| YTD | -10.5% | -28.7% | +18.2% | -16.6% |
| 1Y | -23.7% | -38.2% | +14.5% | -31.2% |
| 3Y | -17.9% | -80.4% | +62.6% | -40.9% |
| All | -14.7% | -86.1% | +71.3% | -38.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SPXU.
Daily Out/Under-Performance
Portfolio return minus SPXU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPXU 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 SPXU 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