-15.0%
ROP vs AGI
+400.3%
-415.3%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.7% | -0.7% | -0.1% |
| 7D | -4.6% | -2.7% | -1.9% | -4.5% |
| 30D | -1.7% | +7.2% | -8.9% | -2.1% |
| 3M | +17.1% | +4.3% | +12.8% | +16.7% |
| 6M | +10.9% | -27.1% | +37.9% | +12.9% |
| YTD | -12.1% | -6.6% | -5.5% | -12.6% |
| 1Y | -24.2% | +9.5% | -33.8% | -26.1% |
| 3Y | -20.4% | +208.4% | -228.8% | -31.4% |
| All | -15.0% | +400.3% | -415.3% | -30.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling