+209.1%
ROP vs Z
+6.9%
+202.2%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -2.4% | -0.5% | -2.6% |
| 7D | +2.1% | -4.6% | +6.7% | +2.7% |
| 30D | +32.9% | +8.3% | +24.6% | +31.3% |
| 3M | +20.3% | -11.6% | +31.9% | +21.9% |
| 6M | +36.8% | -33.6% | +70.4% | +43.6% |
| YTD | +8.1% | -56.7% | +64.8% | +19.4% |
| 1Y | +8.3% | -59.1% | +67.4% | +20.2% |
| 3Y | -3.2% | -20.4% | +17.1% | -3.1% |
| 5Y | +1.7% | -55.3% | +57.0% | +5.4% |
| 10Y | +199.2% | -14.2% | +213.4% | +152.0% |
| All | +209.1% | +6.9% | +202.2% | +142.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling