+133.4%
ROP vs STLA
+48.0%
+85.4%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -3.1% | +0.2% | -2.3% |
| 7D | -5.4% | +0.7% | -6.2% | -5.6% |
| 30D | -1.6% | -2.4% | +0.7% | -1.3% |
| 3M | +18.8% | -23.9% | +42.7% | +24.3% |
| 6M | +8.2% | -24.6% | +32.8% | +12.7% |
| YTD | -10.5% | -50.5% | +40.0% | -0.1% |
| 1Y | -23.7% | -39.8% | +16.1% | -19.0% |
| 3Y | -17.9% | -65.6% | +47.8% | -5.0% |
| 5Y | -15.3% | -62.1% | +46.7% | -7.0% |
| 10Y | +133.4% | +47.8% | +85.6% | +87.3% |
| All | +133.4% | +48.0% | +85.4% | +87.3% |
Cumulative growth
Daily Returns
Daily percentage return beside STLA.
Daily Out/Under-Performance
Portfolio return minus STLA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STLA 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 STLA 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