+133.4%
ROP vs Z
-7.0%
+140.3%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -6.4% | +3.6% | -2.0% |
| 7D | -5.4% | -3.3% | -2.2% | -5.0% |
| 30D | -1.6% | -3.7% | +2.1% | -1.2% |
| 3M | +18.8% | -7.0% | +25.8% | +19.7% |
| 6M | +8.2% | -29.5% | +37.7% | +12.6% |
| YTD | -10.5% | -52.6% | +42.1% | -2.3% |
| 1Y | -23.7% | -64.0% | +40.3% | -14.1% |
| 3Y | -17.9% | -36.4% | +18.6% | -15.4% |
| 5Y | -15.3% | -65.8% | +50.4% | -10.3% |
| 10Y | +133.4% | -5.8% | +139.2% | +97.5% |
| All | +133.4% | -7.0% | +140.3% | +97.5% |
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