+839.3%
ROP vs STLA
+189.9%
+649.4%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.2% | -2.7% | -2.9% |
| 7D | +2.1% | -4.5% | +6.7% | +2.9% |
| 30D | +32.9% | -3.9% | +36.8% | +33.5% |
| 3M | +20.3% | -20.2% | +40.5% | +24.1% |
| 6M | +36.8% | -42.2% | +78.9% | +47.5% |
| YTD | +8.1% | -59.3% | +67.4% | +21.7% |
| 1Y | +8.3% | -56.1% | +64.3% | +20.1% |
| 3Y | -3.2% | -73.7% | +70.4% | +13.5% |
| 5Y | +1.7% | -70.3% | +72.0% | +14.6% |
| 10Y | +199.2% | +23.1% | +176.1% | +164.6% |
| All | +839.3% | +189.9% | +649.4% | +689.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling