+2,956.9%
SPY vs ROP
+20,616.0%
-17,659.1%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.9% | +3.2% | +1.2% |
| 7D | -2.7% | +2.1% | -4.8% | -3.3% |
| 30D | -5.4% | +32.9% | -38.3% | -13.1% |
| 3M | -4.1% | +20.3% | -24.4% | -9.5% |
| 6M | +0.7% | +36.8% | -36.0% | -9.1% |
| YTD | +8.7% | +8.1% | +0.6% | +4.5% |
| 1Y | +10.9% | +8.3% | +2.6% | +6.5% |
| 3Y | +75.0% | -3.2% | +78.2% | +73.2% |
| 5Y | +67.8% | +1.7% | +66.1% | +63.4% |
| 10Y | +312.9% | +199.2% | +113.6% | +200.4% |
| All | +2,956.9% | +20,616.0% | -17,659.1% | +1,178.6% |
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