+3,421.8%
ROP vs AGI
+4,206.7%
-785.0%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.5% | +0.9% | +0.5% |
| 7D | +0.7% | -10.1% | +10.8% | +1.2% |
| 30D | +28.8% | -6.5% | +35.3% | +29.0% |
| 3M | +21.1% | -12.8% | +33.9% | +21.6% |
| 6M | +52.5% | -34.3% | +86.8% | +54.9% |
| YTD | +8.9% | -25.6% | +34.5% | +9.5% |
| 1Y | +8.2% | -14.2% | +22.5% | +8.1% |
| 3Y | -5.2% | +127.3% | -132.4% | -10.2% |
| 5Y | +1.7% | +241.8% | -240.0% | -6.1% |
| 10Y | +185.4% | +381.8% | -196.4% | +151.9% |
| All | +3,421.8% | +4,206.7% | -785.0% | +2,862.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling