+24,191.1%
ROP vs STZ
+10,752.7%
+13,438.4%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -1.8% | -1.1% | -2.5% |
| 7D | +2.1% | +4.9% | -2.8% | +1.0% |
| 30D | +32.9% | +20.9% | +12.0% | +27.3% |
| 3M | +20.0% | +8.0% | +12.0% | +17.9% |
| 6M | +36.4% | -5.3% | +41.7% | +37.8% |
| YTD | +7.8% | +5.9% | +1.9% | +5.4% |
| 1Y | +8.0% | +14.2% | -6.2% | +3.6% |
| 3Y | -3.5% | -37.0% | +33.5% | +4.9% |
| 5Y | +1.5% | -29.7% | +31.2% | +7.1% |
| 10Y | +198.5% | +5.2% | +193.3% | +181.1% |
| All | +24,191.1% | +10,752.7% | +13,438.4% | +9,772.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling