+186.8%
SO vs ROP
+189.6%
-2.8%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.0% | +2.4% | +1.7% |
| 7D | -1.1% | -1.6% | +0.5% | -0.6% |
| 30D | +8.6% | +29.5% | -21.0% | -0.7% |
| 3M | +1.8% | +17.5% | -15.8% | -4.0% |
| 6M | +3.6% | +38.1% | -34.4% | -8.2% |
| YTD | +9.9% | +7.0% | +3.0% | +6.3% |
| 1Y | +5.7% | +6.5% | -0.8% | +2.3% |
| 3Y | +52.5% | -5.5% | +58.0% | +51.8% |
| 5Y | +77.3% | -0.4% | +77.7% | +70.2% |
| 10Y | +186.8% | +183.6% | +3.2% | +119.3% |
| All | +186.8% | +189.6% | -2.8% | +119.3% |
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