+8.2%
ROP vs STLA
-64.5%
+72.7%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.0% | +1.5% | +0.5% |
| 7D | +0.7% | -13.8% | +14.5% | +1.1% |
| 30D | +28.8% | -10.5% | +39.3% | +29.2% |
| 3M | +21.1% | -28.9% | +49.9% | +21.1% |
| 6M | +52.5% | -49.7% | +102.3% | +49.1% |
| YTD | +8.9% | -64.9% | +73.8% | +6.1% |
| 1Y | +8.2% | -64.0% | +72.3% | +4.8% |
| All | +8.2% | -64.5% | +72.7% | +4.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling