+11.6%
SPY vs ROP
+7.0%
+4.6%
-8.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.0% | +3.4% | +2.4% |
| 7D | +0.1% | -1.6% | +1.7% | +0.1% |
| 30D | -3.3% | +29.5% | -32.9% | -3.2% |
| 3M | -2.4% | +17.5% | -20.0% | -2.2% |
| 6M | +2.6% | +38.1% | -35.5% | +2.5% |
| YTD | +11.2% | +7.0% | +4.3% | +13.5% |
| All | +11.6% | +7.0% | +4.6% | +14.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling