+377,219.3%
SU vs ROP
+24,791.5%
+352,427.7%
-81.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.9% | +3.7% | +2.2% |
| 7D | -1.0% | -5.4% | +4.5% | +1.6% |
| 30D | +13.7% | -1.6% | +15.3% | +14.3% |
| 3M | +8.0% | +18.8% | -10.8% | -1.6% |
| 6M | +21.0% | +8.2% | +12.8% | +14.7% |
| YTD | +56.2% | -10.5% | +66.7% | +60.6% |
| 1Y | +72.2% | -23.7% | +95.9% | +90.5% |
| 3Y | +118.1% | -17.9% | +135.9% | +128.8% |
| 5Y | +350.3% | -15.3% | +365.7% | +357.3% |
| 10Y | +248.5% | +133.4% | +115.1% | +112.9% |
| All | +377,219.3% | +24,791.5% | +352,427.7% | +28,396.1% |
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