+6,752.1%
ROP vs ACGL
+5,005.0%
+1,747.1%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.1% | -0.2% | -0.2% |
| 7D | +9.2% | +6.4% | +2.8% | +7.1% |
| 30D | +35.5% | +16.6% | +18.9% | +29.3% |
| 3M | +24.4% | +11.6% | +12.9% | +20.4% |
| 6M | +38.0% | +17.5% | +20.6% | +31.4% |
| YTD | +11.1% | +15.3% | -4.2% | +6.1% |
| 1Y | +10.9% | +26.3% | -15.4% | +3.0% |
| 3Y | -0.5% | +35.9% | -36.4% | -10.8% |
| 5Y | +4.5% | +168.2% | -163.7% | -25.4% |
| 10Y | +207.5% | +352.0% | -144.5% | +83.3% |
| All | +6,752.1% | +5,005.0% | +1,747.1% | +2,513.0% |
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