+75.0%
SPY vs ROP
-3.5%
+78.5%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.9% | +3.2% | +0.9% |
| 7D | -2.7% | +2.1% | -4.8% | -3.2% |
| 30D | -5.4% | +32.9% | -38.3% | -11.3% |
| 3M | -4.1% | +20.3% | -24.4% | -8.0% |
| 6M | +0.7% | +36.8% | -36.0% | -7.2% |
| YTD | +8.7% | +8.1% | +0.6% | +9.9% |
| 1Y | +10.9% | +8.3% | +2.6% | +12.0% |
| 3Y | +75.0% | -3.2% | +78.2% | +85.3% |
| All | +75.0% | -3.5% | +78.5% | +85.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling