-15.9%
ROP vs CG
+60.2%
-76.1%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -1.6% | -1.9% | -3.3% |
| 7D | -4.4% | -4.3% | -0.1% | -3.7% |
| 30D | +3.2% | -5.1% | +8.3% | +4.1% |
| 3M | +23.1% | +8.7% | +14.4% | +20.8% |
| 6M | +13.3% | -9.2% | +22.5% | +14.7% |
| YTD | -7.9% | -18.9% | +11.0% | -4.8% |
| 1Y | -22.1% | -25.6% | +3.6% | -18.4% |
| All | -15.9% | +60.2% | -76.1% | -26.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling