+20,658.1%
ROP vs STZ
+9,621.1%
+11,037.0%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.7% | -2.9% | -3.4% |
| 7D | -4.4% | -1.9% | -2.5% | -4.0% |
| 30D | +3.2% | -1.9% | +5.1% | +3.6% |
| 3M | +23.1% | -6.2% | +29.3% | +24.7% |
| 6M | +13.3% | -14.0% | +27.3% | +16.7% |
| YTD | -7.9% | -5.1% | -2.7% | -7.6% |
| 1Y | -22.1% | -9.6% | -12.5% | -21.1% |
| 3Y | -16.8% | -47.2% | +30.4% | -5.8% |
| 5Y | -13.5% | -33.6% | +20.0% | -7.5% |
| 10Y | +137.7% | -9.8% | +147.5% | +131.6% |
| All | +20,658.1% | +9,621.1% | +11,037.0% | +8,550.4% |
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 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