-28.1%
ROP vs BTSG
+389.4%
-417.5%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.5% | -1.5% | -0.1% |
| 7D | -4.6% | -3.3% | -1.3% | -4.4% |
| 30D | -1.7% | -1.6% | -0.1% | -1.6% |
| 3M | +17.1% | -6.9% | +24.0% | +17.0% |
| 6M | +10.9% | +42.1% | -31.2% | +5.5% |
| YTD | -12.1% | +56.8% | -68.9% | -17.3% |
| 1Y | -24.2% | +109.8% | -134.1% | -31.2% |
| All | -28.1% | +389.4% | -417.5% | -41.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BTSG.
Daily Out/Under-Performance
Portfolio return minus BTSG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTSG 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 10y: compounded portfolio wealth divided by compounded BTSG 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…
10y analysis · Full analysis span regression · 6 months rolling