+180.7%
ROP vs Z
-19.5%
+200.2%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -5.5% | +6.1% | +1.3% |
| 7D | +0.2% | -6.5% | +6.6% | +1.0% |
| 30D | +30.3% | -0.1% | +30.4% | +30.1% |
| 3M | +17.8% | -14.1% | +31.9% | +19.7% |
| 6M | +38.9% | -30.1% | +68.9% | +44.7% |
| YTD | +7.6% | -57.5% | +65.1% | +18.9% |
| 1Y | +6.5% | -60.3% | +66.8% | +18.4% |
| 3Y | -6.3% | -21.0% | +14.8% | -6.0% |
| 5Y | +0.9% | -54.9% | +55.8% | +4.4% |
| 10Y | +180.7% | -16.0% | +196.8% | +146.0% |
| All | +180.7% | -19.5% | +200.2% | +146.0% |
Cumulative growth
Daily Returns
Daily percentage return beside Z.
Daily Out/Under-Performance
Portfolio return minus Z return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Z 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 10y: compounded portfolio wealth divided by compounded Z 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…
10y analysis · Full analysis span regression · 6 months rolling