+135.7%
ROP vs DG
+102.6%
+33.1%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.6% | +1.2% | -0.8% |
| 7D | -6.1% | -4.8% | -1.3% | -5.2% |
| 30D | -3.4% | +1.8% | -5.1% | -3.7% |
| 3M | +16.7% | +14.5% | +2.2% | +13.5% |
| 6M | +8.1% | -13.6% | +21.6% | +10.6% |
| YTD | -11.7% | -4.8% | -6.8% | -11.4% |
| 1Y | -24.2% | +21.6% | -45.8% | -27.9% |
| 3Y | -19.0% | +4.5% | -23.4% | -23.6% |
| 5Y | -15.9% | -38.5% | +22.6% | -8.5% |
| 10Y | +135.7% | +102.2% | +33.5% | +83.5% |
| All | +135.7% | +102.6% | +33.1% | +83.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DG.
Daily Out/Under-Performance
Portfolio return minus DG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DG 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 DG 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