+700.6%
ROP vs STLA
+263.8%
+436.8%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +1.3% | -4.8% | -3.8% |
| 7D | -4.4% | +2.6% | -7.0% | -4.8% |
| 30D | +3.2% | -1.2% | +4.5% | +3.3% |
| 3M | +23.1% | -24.8% | +47.8% | +28.0% |
| 6M | +13.3% | -25.6% | +38.9% | +17.5% |
| YTD | -7.9% | -48.9% | +41.1% | +0.5% |
| 1Y | -22.1% | -38.8% | +16.7% | -18.0% |
| 3Y | -16.8% | -64.5% | +47.7% | -6.7% |
| 5Y | -13.5% | -62.4% | +48.9% | -5.8% |
| 10Y | +137.7% | +55.4% | +82.3% | +103.3% |
| All | +700.6% | +263.8% | +436.8% | +552.0% |
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