+183.0%
ROP vs STZ
+12.2%
+170.8%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.0% | +1.6% | +1.0% |
| 7D | -2.9% | -0.9% | -2.0% | -2.7% |
| 30D | +30.1% | +14.9% | +15.1% | +24.4% |
| 3M | +19.9% | +8.4% | +11.5% | +16.6% |
| 6M | +46.0% | +2.8% | +43.2% | +44.1% |
| YTD | +8.4% | +7.5% | +0.8% | +4.0% |
| 1Y | +8.8% | +12.5% | -3.7% | +2.5% |
| 3Y | -5.6% | -35.4% | +29.8% | +5.9% |
| 5Y | +3.0% | -29.3% | +32.3% | +10.5% |
| All | +183.0% | +12.2% | +170.8% | +157.1% |
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