+3,094.0%
SPY vs ROP
+17,558.5%
-14,464.4%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.6% | +3.2% | +0.6% |
| 7D | +0.1% | -4.4% | +4.5% | +1.4% |
| 30D | +0.1% | +3.2% | -3.2% | -0.9% |
| 3M | +2.0% | +23.1% | -21.1% | -4.5% |
| 6M | +13.0% | +13.3% | -0.3% | +8.0% |
| YTD | +13.5% | -7.9% | +21.4% | +14.8% |
| 1Y | +20.0% | -22.1% | +42.0% | +27.2% |
| 3Y | +77.2% | -16.8% | +94.0% | +84.0% |
| 5Y | +81.9% | -13.5% | +95.4% | +86.4% |
| 10Y | +314.1% | +137.7% | +176.4% | +222.5% |
| All | +3,094.0% | +17,558.5% | -14,464.4% | +1,305.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling