+135.7%
ROP vs STZ
-13.0%
+148.7%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.5% | -1.8% | -1.5% |
| 7D | -6.1% | -6.0% | -0.1% | -4.3% |
| 30D | -3.4% | -8.9% | +5.5% | -0.6% |
| 3M | +16.7% | -12.6% | +29.2% | +21.4% |
| 6M | +8.1% | -17.2% | +25.3% | +13.8% |
| YTD | -11.7% | -10.0% | -1.7% | -10.3% |
| 1Y | -24.2% | -14.3% | -9.9% | -21.9% |
| 3Y | -19.0% | -49.9% | +31.0% | -1.2% |
| 5Y | -15.9% | -38.2% | +22.4% | -6.0% |
| 10Y | +135.7% | -12.0% | +147.7% | +124.9% |
| All | +135.7% | -13.0% | +148.7% | +124.9% |
Cumulative growth
Daily Returns
Daily percentage return beside STZ.
Daily Out/Under-Performance
Portfolio return minus STZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STZ 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 STZ 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