+319.7%
SPY vs ROP
+132.1%
+187.5%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.3% | +0.9% | +0.2% |
| 7D | -0.4% | -6.1% | +5.8% | +2.7% |
| 30D | -1.4% | -3.4% | +2.0% | +0.1% |
| 3M | +3.7% | +16.7% | -13.0% | -5.1% |
| 6M | +13.0% | +8.1% | +4.9% | +6.9% |
| YTD | +12.4% | -11.7% | +24.1% | +17.6% |
| 1Y | +18.5% | -24.2% | +42.8% | +34.6% |
| 3Y | +77.6% | -19.0% | +96.6% | +92.1% |
| 5Y | +81.7% | -15.9% | +97.5% | +89.9% |
| 10Y | +319.7% | +135.7% | +184.0% | +159.9% |
| All | +319.7% | +132.1% | +187.5% | +159.9% |
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