-24.2%
ROP vs BTG
+24.8%
-49.0%
-39.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.9% | +2.4% | -0.5% |
| 7D | -8.0% | -5.5% | -2.5% | -8.1% |
| 30D | -2.7% | +6.1% | -8.8% | -2.5% |
| 3M | +16.6% | +38.6% | -22.0% | +18.3% |
| 6M | +10.4% | +0.7% | +9.7% | +11.1% |
| YTD | -12.1% | +20.3% | -32.4% | -11.6% |
| All | -24.2% | +24.8% | -49.0% | -26.4% |
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