+180.7%
ROP vs SPY
+304.1%
-123.4%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.4% | +1.0% | +0.9% |
| 7D | +0.2% | -0.6% | +0.8% | +0.5% |
| 30D | +30.3% | -3.7% | +34.0% | +33.9% |
| 3M | +17.8% | -2.7% | +20.5% | +20.0% |
| 6M | +38.9% | +2.2% | +36.7% | +34.8% |
| YTD | +7.6% | +10.8% | -3.2% | -3.0% |
| 1Y | +6.5% | +11.2% | -4.7% | -4.4% |
| 3Y | -6.3% | +76.5% | -82.8% | -45.4% |
| 5Y | +0.9% | +72.9% | -72.0% | -40.5% |
| 10Y | +180.7% | +304.8% | -124.1% | -33.1% |
| All | +180.7% | +304.1% | -123.4% | -33.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 10y: compounded portfolio wealth divided by compounded SPY 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…
10y analysis · Full analysis span regression · 6 months rolling