+180.7%
ROP vs STZ
+11.6%
+169.2%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | 0.0% | +0.6% | +0.6% |
| 7D | +0.2% | +5.3% | -5.2% | -1.5% |
| 30D | +30.3% | +19.6% | +10.7% | +23.1% |
| 3M | +17.8% | +10.0% | +7.8% | +14.1% |
| 6M | +38.9% | -0.3% | +39.2% | +38.4% |
| YTD | +7.6% | +8.6% | -0.9% | +2.9% |
| 1Y | +6.5% | +16.6% | -10.1% | -0.9% |
| 3Y | -6.3% | -34.8% | +28.5% | +4.8% |
| 5Y | +0.9% | -27.8% | +28.8% | +7.5% |
| 10Y | +180.7% | +12.5% | +168.2% | +155.1% |
| All | +180.7% | +11.6% | +169.2% | +155.1% |
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