-17.9%
ROP vs DG
+10.3%
-28.2%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -4.0% | +1.2% | -2.5% |
| 7D | -5.4% | -2.5% | -3.0% | -5.2% |
| 30D | -1.6% | +1.0% | -2.7% | -1.7% |
| 3M | +18.8% | +20.3% | -1.5% | +17.4% |
| 6M | +8.2% | -11.7% | +19.9% | +8.1% |
| YTD | -10.5% | -2.3% | -8.2% | -10.8% |
| 1Y | -23.7% | +20.0% | -43.7% | -24.5% |
| 3Y | -17.9% | +7.2% | -25.1% | -15.3% |
| All | -17.9% | +10.3% | -28.2% | -15.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling