+183.6%
ROP vs STLA
+21.0%
+162.6%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.2% | -0.8% | -1.0% |
| 7D | -1.6% | -6.4% | +4.7% | -0.5% |
| 30D | +29.5% | -1.3% | +30.9% | +29.6% |
| 3M | +17.5% | -19.9% | +37.5% | +21.8% |
| 6M | +38.1% | -42.9% | +81.0% | +51.3% |
| YTD | +7.0% | -59.4% | +66.4% | +23.4% |
| 1Y | +6.5% | -56.8% | +63.4% | +20.9% |
| 3Y | -5.5% | -73.1% | +67.6% | +14.3% |
| 5Y | -0.4% | -70.1% | +69.7% | +14.2% |
| 10Y | +183.6% | +19.8% | +163.8% | +143.3% |
| All | +183.6% | +21.0% | +162.6% | +143.3% |
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