-15.0%
ROP vs BTG
+78.0%
-93.0%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.4% | -0.4% | 0.0% |
| 7D | -4.6% | -3.8% | -0.9% | -4.4% |
| 30D | -1.7% | +3.6% | -5.3% | -1.9% |
| 3M | +17.1% | +32.0% | -14.9% | +15.2% |
| 6M | +10.9% | +3.4% | +7.5% | +10.4% |
| YTD | -12.1% | +20.8% | -32.9% | -14.0% |
| 1Y | -24.2% | +22.4% | -46.7% | -26.3% |
| 3Y | -20.4% | +91.7% | -112.1% | -27.3% |
| All | -15.0% | +78.0% | -93.0% | -22.6% |
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