-3.5%
ROP vs Z
-21.1%
+17.6%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -2.4% | -0.5% | -2.5% |
| 7D | +2.1% | -4.6% | +6.7% | +2.9% |
| 30D | +32.9% | +8.3% | +24.6% | +30.8% |
| 3M | +20.0% | -11.6% | +31.6% | +22.1% |
| 6M | +36.4% | -33.6% | +70.1% | +44.7% |
| YTD | +7.8% | -56.7% | +64.5% | +21.4% |
| 1Y | +8.0% | -59.1% | +67.1% | +22.3% |
| 3Y | -3.5% | -20.4% | +16.9% | +2.7% |
| All | -3.5% | -21.1% | +17.6% | +2.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling