+307.3%
SPY vs ROP
+189.6%
+117.7%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.0% | +3.4% | +2.8% |
| 7D | +0.1% | -1.6% | +1.7% | +0.8% |
| 30D | -3.3% | +29.5% | -32.9% | -15.0% |
| 3M | -2.4% | +17.5% | -20.0% | -10.4% |
| 6M | +2.6% | +38.1% | -35.5% | -14.2% |
| YTD | +11.2% | +7.0% | +4.3% | +5.5% |
| 1Y | +13.4% | +6.5% | +6.9% | +7.7% |
| 3Y | +79.9% | -5.5% | +85.4% | +80.3% |
| 5Y | +72.2% | -0.4% | +72.6% | +65.3% |
| 10Y | +307.3% | +183.6% | +123.7% | +135.3% |
| All | +307.3% | +189.6% | +117.7% | +135.3% |
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