+580.8%
ROP vs BTG
+378.0%
+202.8%
-46.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -2.9% | 0.0% | -2.7% |
| 7D | -5.4% | +4.8% | -10.2% | -5.6% |
| 30D | -1.6% | +8.3% | -10.0% | -2.0% |
| 3M | +18.8% | +32.3% | -13.5% | +17.0% |
| 6M | +8.2% | +3.0% | +5.2% | +7.6% |
| YTD | -10.5% | +21.9% | -32.4% | -12.0% |
| 1Y | -23.7% | +28.2% | -51.9% | -25.4% |
| 3Y | -17.9% | +99.9% | -117.8% | -22.2% |
| 5Y | -15.3% | +73.6% | -88.9% | -19.8% |
| 10Y | +133.4% | +136.5% | -3.1% | +112.1% |
| All | +580.8% | +378.0% | +202.8% | +464.8% |
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 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