+6,583.8%
ROP vs ACGL
+4,940.3%
+1,643.5%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | 0.0% | +0.7% | +0.7% |
| 7D | -2.9% | -1.4% | -1.6% | -2.5% |
| 30D | +30.1% | +12.4% | +17.7% | +25.5% |
| 3M | +19.9% | +11.1% | +8.8% | +16.1% |
| 6M | +46.0% | +16.3% | +29.7% | +39.5% |
| YTD | +8.4% | +13.8% | -5.5% | +4.0% |
| 1Y | +8.8% | +20.4% | -11.6% | +2.6% |
| 3Y | -5.6% | +33.6% | -39.2% | -15.0% |
| 5Y | +3.0% | +176.8% | -173.8% | -27.1% |
| 10Y | +184.0% | +324.6% | -140.6% | +72.3% |
| All | +6,583.8% | +4,940.3% | +1,643.5% | +2,459.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling