-26.8%
ROP vs BTSG
+421.3%
-448.1%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +3.0% | -5.9% | -3.1% |
| 7D | -5.4% | +5.7% | -11.2% | -5.8% |
| 30D | -1.6% | +0.2% | -1.8% | -1.7% |
| 3M | +18.8% | +5.6% | +13.2% | +17.6% |
| 6M | +8.2% | +50.8% | -42.6% | +2.5% |
| YTD | -10.5% | +67.0% | -77.5% | -16.2% |
| 1Y | -23.7% | +145.5% | -169.3% | -31.8% |
| All | -26.8% | +421.3% | -448.1% | -40.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling