+192.9%
SO vs ROP
+183.9%
+8.9%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | 0.0% | -1.5% | -1.5% |
| 7D | -0.9% | -2.7% | +1.7% | 0.0% |
| 30D | +4.9% | +29.7% | -24.8% | -4.1% |
| 3M | +0.8% | +21.2% | -20.4% | -6.0% |
| 6M | +0.6% | +48.3% | -47.7% | -13.1% |
| YTD | +8.7% | +8.4% | +0.3% | +4.6% |
| 1Y | +4.0% | +6.0% | -2.0% | +0.9% |
| 3Y | +50.6% | -5.6% | +56.2% | +50.2% |
| 5Y | +77.5% | +1.3% | +76.2% | +69.3% |
| All | +192.9% | +183.9% | +8.9% | +113.4% |
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