+24,936.4%
ROP vs STT
+4,195.2%
+20,741.2%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +0.2% | -3.7% | -3.6% |
| 7D | -4.4% | +0.5% | -4.9% | -4.6% |
| 30D | +3.2% | +3.9% | -0.6% | +2.0% |
| 3M | +23.1% | +20.0% | +3.1% | +16.2% |
| 6M | +13.3% | +55.3% | -42.0% | -1.0% |
| YTD | -7.9% | +53.3% | -61.2% | -19.3% |
| 1Y | -22.1% | +74.7% | -96.8% | -34.4% |
| 3Y | -16.8% | +205.8% | -222.6% | -41.1% |
| 5Y | -13.5% | +145.0% | -158.5% | -36.7% |
| 10Y | +137.7% | +266.0% | -128.3% | +47.2% |
| All | +24,936.4% | +4,195.2% | +20,741.2% | +7,069.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling