+36.4%
ROP vs STZ
-4.7%
+41.1%
-18.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -1.8% | -1.1% | -2.1% |
| 7D | +2.1% | +4.9% | -2.8% | 0.0% |
| 30D | +32.9% | +20.9% | +12.0% | +23.9% |
| 3M | +20.0% | +8.0% | +12.0% | +15.9% |
| 6M | +36.4% | -5.3% | +41.7% | +35.4% |
| All | +36.4% | -4.7% | +41.1% | +35.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling