-10.9%
ROP vs BTSG
+493.4%
-504.3%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.3% | +0.8% | +0.5% |
| 7D | +0.7% | +6.0% | -5.3% | +0.3% |
| 30D | +28.8% | +12.4% | +16.4% | +27.5% |
| 3M | +21.1% | +18.2% | +2.8% | +19.3% |
| 6M | +52.5% | +26.0% | +26.5% | +48.3% |
| YTD | +8.9% | +90.1% | -81.3% | +0.8% |
| 1Y | +8.2% | +124.3% | -116.1% | -1.6% |
| All | -10.9% | +493.4% | -504.3% | -28.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling