+18,958.7%
ROP vs SPY
+2,954.7%
+16,004.0%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +0.3% | -3.2% | -3.2% |
| 7D | +2.1% | -2.7% | +4.8% | +4.5% |
| 30D | +32.9% | -5.4% | +38.3% | +39.1% |
| 3M | +20.3% | -4.1% | +24.4% | +24.4% |
| 6M | +36.8% | +0.7% | +36.0% | +34.3% |
| YTD | +8.1% | +8.7% | -0.6% | -1.2% |
| 1Y | +8.3% | +10.9% | -2.6% | -3.0% |
| 3Y | -3.2% | +75.0% | -78.2% | -43.7% |
| 5Y | +1.7% | +67.8% | -66.1% | -39.1% |
| 10Y | +199.2% | +312.9% | -113.6% | -22.1% |
| All | +18,958.7% | +2,954.7% | +16,004.0% | +962.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling