+140.9%
ROP vs ACGL
+270.2%
-129.3%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| 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% | +18.0% |
| 6M | +13.3% | -0.3% | +13.6% | +13.3% |
| YTD | -7.9% | +2.3% | -10.1% | -9.0% |
| 1Y | -22.1% | +6.4% | -28.4% | -24.4% |
| 3Y | -16.8% | +34.0% | -50.8% | -28.5% |
| 5Y | -13.5% | +161.6% | -175.2% | -46.5% |
| All | +140.9% | +270.2% | -129.3% | +23.1% |
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