+6,410.7%
ROP vs SUI
+4,171.7%
+2,239.0%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.7% | -0.9% | -0.5% |
| 7D | +9.2% | +8.8% | +0.4% | +5.7% |
| 30D | +35.5% | +8.9% | +26.6% | +31.1% |
| 3M | +24.4% | +2.0% | +22.4% | +23.4% |
| 6M | +38.0% | -0.6% | +38.7% | +38.2% |
| YTD | +11.1% | +1.3% | +9.7% | +10.1% |
| 1Y | +10.9% | +1.3% | +9.6% | +9.9% |
| 3Y | -0.5% | +16.3% | -16.7% | -8.6% |
| 5Y | +4.5% | -25.1% | +29.6% | +12.1% |
| 10Y | +207.5% | +121.1% | +86.4% | +107.1% |
| All | +6,410.7% | +4,171.7% | +2,239.0% | +1,950.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling