+184.4%
ROP vs STLA
-4.1%
+188.5%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.0% | +1.5% | +0.6% |
| 7D | +0.7% | -13.8% | +14.5% | +3.4% |
| 30D | +28.8% | -10.5% | +39.3% | +31.1% |
| 3M | +21.1% | -28.9% | +49.9% | +28.1% |
| 6M | +52.5% | -49.7% | +102.3% | +71.1% |
| YTD | +8.9% | -64.9% | +73.8% | +28.9% |
| 1Y | +8.2% | -64.0% | +72.3% | +27.2% |
| 3Y | -5.2% | -77.4% | +72.3% | +18.7% |
| 5Y | +1.7% | -74.4% | +76.1% | +20.0% |
| All | +184.4% | -4.1% | +188.5% | +147.7% |
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