+129.7%
ROP vs BG
+166.7%
-37.0%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.7% | +1.7% | +0.3% |
| 7D | -4.6% | +3.1% | -7.7% | -5.2% |
| 30D | -1.7% | +10.2% | -11.9% | -3.6% |
| 3M | +17.1% | -1.7% | +18.7% | +17.0% |
| 6M | +10.9% | +1.0% | +9.9% | +10.0% |
| YTD | -12.1% | +39.9% | -52.0% | -18.7% |
| 1Y | -24.2% | +53.2% | -77.5% | -31.6% |
| 3Y | -20.4% | +16.3% | -36.6% | -24.6% |
| 5Y | -15.4% | +83.9% | -99.2% | -30.0% |
| All | +129.7% | +166.7% | -37.0% | +56.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 BG 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