+5,301.0%
ROP vs SUI
+4,037.5%
+1,263.5%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.3% | -3.2% | -3.4% |
| 7D | -4.4% | -2.8% | -1.6% | -3.4% |
| 30D | +3.2% | -1.2% | +4.4% | +3.6% |
| 3M | +23.1% | -1.7% | +24.8% | +23.9% |
| 6M | +13.3% | -10.5% | +23.8% | +18.0% |
| YTD | -7.9% | -1.8% | -6.0% | -7.5% |
| 1Y | -22.1% | -4.1% | -18.0% | -21.2% |
| 3Y | -16.8% | +11.3% | -28.1% | -22.5% |
| 5Y | -13.5% | -32.1% | +18.6% | -3.6% |
| 10Y | +137.7% | +110.4% | +27.2% | +63.0% |
| All | +5,301.0% | +4,037.5% | +1,263.5% | +1,622.4% |
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