-22.1%
ROP vs ACGL
+4.8%
-26.9%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -1.7% | -1.8% | -2.9% |
| 7D | -4.4% | -0.7% | -3.7% | -4.1% |
| 30D | +3.2% | -1.0% | +4.2% | +3.6% |
| 3M | +23.1% | +11.0% | +12.0% | +20.3% |
| 6M | +13.3% | -0.3% | +13.6% | +13.6% |
| YTD | -7.9% | +2.3% | -10.1% | -8.6% |
| 1Y | -22.1% | +6.4% | -28.4% | -23.8% |
| All | -22.1% | +4.8% | -26.9% | -23.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ACGL.
Daily Out/Under-Performance
Portfolio return minus ACGL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACGL 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 1y: compounded portfolio wealth divided by compounded ACGL 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…
1y analysis · Full analysis span regression · 6 months rolling