+180.7%
ROP vs ACGL
+332.0%
-151.3%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.9% | -0.3% | +0.2% |
| 7D | +0.2% | +1.3% | -1.1% | -0.3% |
| 30D | +30.3% | +14.2% | +16.1% | +23.5% |
| 3M | +17.8% | +11.1% | +6.7% | +12.9% |
| 6M | +38.9% | +16.4% | +22.5% | +30.7% |
| YTD | +7.6% | +13.8% | -6.2% | +1.8% |
| 1Y | +6.5% | +21.6% | -15.1% | -2.0% |
| 3Y | -6.3% | +33.5% | -39.8% | -18.8% |
| 5Y | +0.9% | +174.8% | -173.9% | -38.4% |
| 10Y | +180.7% | +330.4% | -149.6% | +41.6% |
| All | +180.7% | +332.0% | -151.3% | +41.6% |
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