+129.7%
ROP vs AGI
+388.9%
-259.2%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.3% | +2.9% | -0.3% |
| 7D | -8.0% | -5.3% | -2.7% | -7.8% |
| 30D | -2.7% | +6.8% | -9.5% | -2.9% |
| 3M | +16.6% | +8.3% | +8.3% | +16.2% |
| 6M | +10.4% | -29.2% | +39.6% | +11.5% |
| YTD | -12.1% | -7.3% | -4.8% | -12.3% |
| 1Y | -23.6% | +8.0% | -31.7% | -24.4% |
| 3Y | -19.3% | +206.6% | -225.9% | -23.5% |
| 5Y | -15.4% | +398.1% | -413.5% | -21.1% |
| All | +129.7% | +388.9% | -259.2% | +117.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AGI.
Daily Out/Under-Performance
Portfolio return minus AGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AGI 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 AGI 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