+753.9%
ROP vs DG
+606.1%
+147.9%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +1.5% | -5.1% | -3.9% |
| 7D | -4.4% | +8.4% | -12.8% | -6.1% |
| 30D | +3.2% | +4.9% | -1.7% | +2.1% |
| 3M | +23.1% | +29.3% | -6.3% | +16.6% |
| 6M | +13.3% | -11.3% | +24.6% | +15.4% |
| YTD | -7.9% | +1.8% | -9.6% | -8.8% |
| 1Y | -22.1% | +25.3% | -47.4% | -26.4% |
| 3Y | -16.8% | +9.1% | -25.9% | -22.3% |
| 5Y | -13.5% | -34.9% | +21.3% | -9.1% |
| 10Y | +137.7% | +108.2% | +29.5% | +86.6% |
| All | +753.9% | +606.1% | +147.9% | +358.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling