+180.7%
ROP vs CG
+308.6%
-127.9%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.4% | +2.0% | +1.0% |
| 7D | +0.2% | +2.0% | -1.8% | -0.5% |
| 30D | +30.3% | +8.5% | +21.8% | +27.2% |
| 3M | +17.8% | -12.1% | +29.9% | +21.6% |
| 6M | +38.9% | -16.4% | +55.3% | +44.7% |
| YTD | +7.6% | -28.0% | +35.6% | +16.1% |
| 1Y | +6.5% | -18.9% | +25.4% | +11.0% |
| 3Y | -6.3% | +51.2% | -57.5% | -22.8% |
| 5Y | +0.9% | -15.9% | +16.8% | -3.7% |
| 10Y | +180.7% | +305.9% | -125.2% | +66.2% |
| All | +180.7% | +308.6% | -127.9% | +66.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CG.
Daily Out/Under-Performance
Portfolio return minus CG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CG 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 CG 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