+183.1%
ROP vs ACGL
+322.9%
-139.8%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.1% | 0.0% | 0.0% |
| 7D | -2.7% | -1.2% | -1.5% | -2.2% |
| 30D | +29.7% | +12.8% | +16.9% | +23.5% |
| 3M | +21.2% | +12.3% | +8.9% | +15.7% |
| 6M | +48.3% | +15.8% | +32.4% | +39.7% |
| YTD | +8.4% | +13.9% | -5.5% | +2.5% |
| 1Y | +6.0% | +19.0% | -13.0% | -1.6% |
| 3Y | -5.6% | +33.7% | -39.3% | -18.2% |
| 5Y | +1.3% | +173.4% | -172.1% | -38.0% |
| All | +183.1% | +322.9% | -139.8% | +42.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling