+3,017.7%
SPY vs ROP
+20,523.4%
-17,505.7%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.6% | -1.0% | -0.5% |
| 7D | -0.6% | +0.2% | -0.8% | -0.7% |
| 30D | -3.7% | +30.3% | -34.0% | -11.1% |
| 3M | -2.7% | +17.8% | -20.5% | -7.7% |
| 6M | +2.2% | +38.9% | -36.7% | -8.2% |
| YTD | +10.8% | +7.6% | +3.2% | +6.7% |
| 1Y | +11.2% | +6.5% | +4.7% | +7.4% |
| 3Y | +76.5% | -6.3% | +82.8% | +76.3% |
| 5Y | +72.9% | +0.9% | +72.0% | +68.8% |
| 10Y | +304.8% | +180.7% | +124.1% | +199.3% |
| All | +3,017.7% | +20,523.4% | -17,505.7% | +1,205.6% |
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