-20.4%
ROP vs BTG
+93.4%
-113.8%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.2% | +2.8% | -0.4% |
| 7D | -8.0% | -5.8% | -2.2% | -7.9% |
| 30D | -2.7% | +5.7% | -8.5% | -2.8% |
| 3M | +16.6% | +38.1% | -21.5% | +15.9% |
| 6M | +10.4% | +0.3% | +10.1% | +10.6% |
| YTD | -12.1% | +19.9% | -32.0% | -13.0% |
| 1Y | -23.6% | +24.6% | -48.2% | -25.0% |
| All | -20.4% | +93.4% | -113.8% | -25.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling