+933.0%
ROP vs SPXU
-100.0%
+1,033.0%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +1.3% | -4.8% | -3.2% |
| 7D | -4.4% | -0.1% | -4.3% | -4.4% |
| 30D | +3.2% | +0.8% | +2.4% | +3.6% |
| 3M | +23.1% | -4.7% | +27.8% | +21.5% |
| 6M | +13.3% | -29.6% | +42.9% | +2.1% |
| YTD | -7.9% | -29.9% | +22.0% | -16.7% |
| 1Y | -22.1% | -39.1% | +17.0% | -32.3% |
| 3Y | -16.8% | -80.0% | +63.2% | -45.2% |
| 5Y | -13.5% | -86.0% | +72.5% | -41.9% |
| 10Y | +137.7% | -99.5% | +237.2% | -31.2% |
| All | +933.0% | -100.0% | +1,033.0% | -0.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling