-15.3%
ROP vs SPY
+81.8%
-97.1%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.5% | -2.3% | -2.5% |
| 7D | -5.4% | +0.5% | -6.0% | -5.7% |
| 30D | -1.6% | -0.9% | -0.7% | -1.0% |
| 3M | +18.8% | +3.9% | +15.0% | +15.4% |
| 6M | +8.2% | +14.5% | -6.3% | -2.5% |
| YTD | -10.5% | +12.9% | -23.4% | -18.5% |
| 1Y | -23.7% | +19.4% | -43.1% | -33.5% |
| 3Y | -17.9% | +78.5% | -96.3% | -47.9% |
| 5Y | -15.3% | +81.8% | -97.1% | -48.1% |
| All | -15.3% | +81.8% | -97.1% | -48.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling