-22.1%
ROP vs BTG
+38.4%
-60.4%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -1.4% | -2.2% | -3.6% |
| 7D | -4.4% | -0.9% | -3.6% | -4.5% |
| 30D | +3.2% | +36.8% | -33.6% | +4.4% |
| 3M | +23.1% | +23.1% | 0.0% | +24.2% |
| 6M | +13.3% | +3.5% | +9.8% | +14.2% |
| YTD | -7.9% | +25.5% | -33.3% | -7.2% |
| 1Y | -22.1% | +40.1% | -62.1% | -24.4% |
| All | -22.1% | +38.4% | -60.4% | -24.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BTG.
Daily Out/Under-Performance
Portfolio return minus BTG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTG 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 1y: compounded portfolio wealth divided by compounded BTG 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…
1y analysis · Full analysis span regression · 6 months rolling