+133.4%
ROP vs STT
+264.2%
-130.8%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -1.2% | -1.6% | -2.5% |
| 7D | -5.4% | +2.2% | -7.6% | -6.1% |
| 30D | -1.6% | +3.9% | -5.5% | -2.9% |
| 3M | +18.8% | +19.2% | -0.3% | +11.6% |
| 6M | +8.2% | +60.4% | -52.2% | -8.2% |
| YTD | -10.5% | +51.5% | -61.9% | -22.8% |
| 1Y | -23.7% | +76.3% | -100.0% | -37.6% |
| 3Y | -17.9% | +200.7% | -218.6% | -44.7% |
| 5Y | -15.3% | +157.5% | -172.8% | -42.3% |
| 10Y | +133.4% | +262.0% | -128.6% | +26.1% |
| All | +133.4% | +264.2% | -130.8% | +26.1% |
Cumulative growth
Daily Returns
Daily percentage return beside STT.
Daily Out/Under-Performance
Portfolio return minus STT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STT 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 STT 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