+0.9%
ROP vs SUI
-25.9%
+26.9%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.9% | +1.5% | +0.9% |
| 7D | +0.2% | +3.4% | -3.2% | -0.9% |
| 30D | +30.3% | +4.6% | +25.7% | +28.4% |
| 3M | +17.8% | +1.6% | +16.2% | +17.1% |
| 6M | +38.9% | -3.5% | +42.4% | +40.3% |
| YTD | +7.6% | -1.0% | +8.6% | +7.6% |
| 1Y | +6.5% | -1.7% | +8.2% | +6.7% |
| 3Y | -6.3% | +18.4% | -24.6% | -13.9% |
| 5Y | +0.9% | -26.3% | +27.3% | +13.9% |
| All | +0.9% | -25.9% | +26.9% | +13.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SUI.
Daily Out/Under-Performance
Portfolio return minus SUI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SUI 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 SUI 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