+728.0%
ROP vs BTG
+332.2%
+395.8%
-46.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +28.7% |
| 3M | +21.1% | -2.8% | +23.9% | +21.0% |
| 6M | +52.5% | -7.6% | +60.1% | +52.4% |
| YTD | +8.9% | +10.2% | -1.4% | +7.3% |
| 1Y | +8.2% | +21.3% | -13.0% | +6.1% |
| 3Y | -5.2% | +82.7% | -87.8% | -9.9% |
| 5Y | +1.7% | +30.8% | -29.1% | -2.4% |
| 10Y | +185.4% | +163.7% | +21.7% | +157.9% |
| All | +728.0% | +332.2% | +395.8% | +589.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling