+2.2%
ROP vs AGI
+243.7%
-241.6%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.5% | +0.9% | +0.5% |
| 7D | +0.7% | -10.1% | +10.8% | +1.3% |
| 30D | +28.8% | -6.5% | +35.3% | +29.0% |
| 3M | +21.1% | -12.8% | +33.9% | +21.7% |
| 6M | +52.5% | -34.3% | +86.8% | +56.0% |
| YTD | +8.9% | -25.6% | +34.5% | +9.3% |
| 1Y | +8.2% | -14.2% | +22.5% | +7.1% |
| 3Y | -5.2% | +127.3% | -132.4% | -17.7% |
| All | +2.2% | +243.7% | -241.6% | -14.2% |
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