+2,277.5%
ROP vs BG
+1,185.2%
+1,092.3%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +4.4% | -7.2% | -4.0% |
| 7D | -5.4% | +2.4% | -7.8% | -6.1% |
| 30D | -1.6% | +15.0% | -16.7% | -5.3% |
| 3M | +18.8% | -0.7% | +19.5% | +18.3% |
| 6M | +8.2% | +7.5% | +0.7% | +5.1% |
| YTD | -10.5% | +41.6% | -52.1% | -19.6% |
| 1Y | -23.7% | +50.7% | -74.4% | -33.1% |
| 3Y | -17.9% | +20.3% | -38.1% | -24.7% |
| 5Y | -15.3% | +85.2% | -100.6% | -33.2% |
| 10Y | +133.4% | +160.6% | -27.2% | +55.5% |
| All | +2,277.5% | +1,185.2% | +1,092.3% | +1,211.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling