+6,220.3%
ROP vs SUI
+4,109.4%
+2,110.8%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -1.5% | -1.5% | -2.4% |
| 7D | +2.1% | +6.2% | -4.1% | -0.2% |
| 30D | +32.9% | +8.6% | +24.3% | +28.8% |
| 3M | +20.0% | +1.0% | +19.0% | +19.5% |
| 6M | +36.4% | -2.6% | +39.0% | +37.7% |
| YTD | +7.8% | -0.1% | +8.0% | +7.5% |
| 1Y | +8.0% | +0.5% | +7.5% | +7.3% |
| 3Y | -3.5% | +15.3% | -18.7% | -11.1% |
| 5Y | +1.5% | -26.1% | +27.6% | +9.5% |
| 10Y | +198.5% | +117.8% | +80.6% | +102.2% |
| All | +6,220.3% | +4,109.4% | +2,110.8% | +1,902.3% |
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