+2,880.8%
ROP vs AGI
+5,459.2%
-2,578.3%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -1.9% | -1.7% | -3.5% |
| 7D | -4.4% | +0.6% | -5.0% | -4.5% |
| 30D | +3.2% | +18.2% | -15.0% | +2.4% |
| 3M | +23.1% | -4.1% | +27.2% | +23.1% |
| 6M | +13.3% | -28.7% | +42.0% | +14.7% |
| YTD | -7.9% | -4.0% | -3.9% | -8.3% |
| 1Y | -22.1% | +17.4% | -39.5% | -23.3% |
| 3Y | -16.8% | +203.0% | -219.8% | -22.2% |
| 5Y | -13.5% | +376.7% | -390.2% | -21.3% |
| 10Y | +137.7% | +407.5% | -269.8% | +109.4% |
| All | +2,880.8% | +5,459.2% | -2,578.3% | +2,381.9% |
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