+183.6%
ROP vs STT
+211.9%
-28.3%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +3.2% | -4.3% | -2.1% |
| 7D | -1.6% | +0.9% | -2.6% | -2.0% |
| 30D | +29.5% | -2.3% | +31.9% | +30.3% |
| 3M | +17.5% | -7.0% | +24.5% | +19.9% |
| 6M | +38.1% | +15.5% | +22.6% | +30.5% |
| YTD | +7.0% | +35.6% | -28.6% | -4.5% |
| 1Y | +6.5% | +47.9% | -41.3% | -7.7% |
| 3Y | -5.5% | +181.1% | -186.6% | -35.0% |
| 5Y | -0.4% | +108.2% | -108.6% | -26.9% |
| 10Y | +183.6% | +201.0% | -17.4% | +70.2% |
| All | +183.6% | +211.9% | -28.3% | +70.2% |
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