+0.6%
ROP vs STZ
-29.7%
+30.3%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -1.8% | -1.1% | -2.4% |
| 7D | +2.1% | +4.9% | -2.8% | +0.9% |
| 30D | +32.9% | +20.9% | +12.0% | +26.8% |
| 3M | +20.0% | +8.0% | +12.0% | +17.6% |
| 6M | +36.4% | -5.3% | +41.7% | +37.5% |
| YTD | +7.8% | +5.9% | +1.9% | +4.4% |
| 1Y | +8.0% | +14.2% | -6.2% | +2.0% |
| 3Y | -3.5% | -37.0% | +33.5% | +7.3% |
| All | +0.6% | -29.7% | +30.3% | +3.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling