+2.2%
ROP vs BTG
+30.0%
-27.8%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.0% | +1.4% | +0.5% |
| 7D | +0.7% | -9.1% | +9.8% | +1.1% |
| 30D | +28.8% | -1.6% | +30.4% | +28.6% |
| 3M | +21.1% | -2.8% | +23.9% | +20.9% |
| 6M | +52.5% | -7.6% | +60.1% | +52.7% |
| YTD | +8.9% | +10.2% | -1.4% | +6.7% |
| 1Y | +8.2% | +21.3% | -13.0% | +5.1% |
| 3Y | -5.2% | +82.7% | -87.8% | -13.9% |
| All | +2.2% | +30.0% | -27.8% | -1.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling