+29,271.4%
ROP vs STT
+3,560.6%
+25,710.8%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +0.2% | -3.1% | -3.0% |
| 7D | +2.1% | -2.5% | +4.6% | +2.9% |
| 30D | +32.9% | -5.0% | +37.9% | +34.7% |
| 3M | +20.3% | -10.5% | +30.8% | +23.9% |
| 6M | +36.8% | +10.0% | +26.7% | +32.1% |
| YTD | +8.1% | +30.7% | -22.6% | -1.0% |
| 1Y | +8.3% | +43.8% | -35.5% | -3.6% |
| 3Y | -3.2% | +168.1% | -171.3% | -29.0% |
| 5Y | +1.7% | +101.4% | -99.7% | -21.2% |
| 10Y | +199.2% | +211.3% | -12.1% | +93.8% |
| All | +29,271.4% | +3,560.6% | +25,710.8% | +8,692.9% |
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