-11.8%
ROP vs Z
-64.8%
+53.0%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -2.1% | -1.4% | -3.3% |
| 7D | -4.4% | -3.0% | -1.4% | -4.0% |
| 30D | +3.2% | -4.2% | +7.4% | +3.7% |
| 3M | +23.1% | -3.7% | +26.8% | +23.3% |
| 6M | +13.3% | -24.5% | +37.8% | +17.1% |
| YTD | -7.9% | -49.3% | +41.4% | +0.4% |
| 1Y | -22.1% | -58.7% | +36.6% | -13.1% |
| 3Y | -16.8% | -34.1% | +17.3% | -14.3% |
| All | -11.8% | -64.8% | +53.0% | -12.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling