+155.9%
SO vs ROP
+134.1%
+21.7%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.9% | +3.9% | +2.0% |
| 7D | +1.0% | -5.4% | +6.4% | +2.9% |
| 30D | -3.2% | -1.6% | -1.6% | -2.8% |
| 3M | -1.7% | +18.8% | -20.5% | -7.9% |
| 6M | -7.2% | +8.2% | -15.4% | -10.5% |
| YTD | +4.6% | -10.5% | +15.0% | +7.7% |
| 1Y | +1.2% | -23.7% | +25.0% | +10.7% |
| 3Y | +45.3% | -17.9% | +63.1% | +51.5% |
| 5Y | +58.7% | -15.3% | +74.1% | +61.0% |
| 10Y | +155.9% | +133.4% | +22.5% | +92.3% |
| All | +155.9% | +134.1% | +21.7% | +92.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ROP.
Daily Out/Under-Performance
Portfolio return minus ROP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROP 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 ROP 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