+186.6%
ROP vs STZ
+9.8%
+176.8%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -1.8% | -1.1% | -2.3% |
| 7D | +2.1% | +4.9% | -2.8% | +0.6% |
| 30D | +32.9% | +20.9% | +12.0% | +25.1% |
| 3M | +20.3% | +8.0% | +12.3% | +17.3% |
| 6M | +36.8% | -5.3% | +42.0% | +38.6% |
| YTD | +8.1% | +5.9% | +2.2% | +4.3% |
| 1Y | +8.3% | +14.2% | -6.0% | +1.4% |
| 3Y | -3.2% | -37.0% | +33.7% | +9.5% |
| 5Y | +1.7% | -29.7% | +31.4% | +9.3% |
| All | +186.6% | +9.8% | +176.8% | +163.0% |
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