+129.7%
ROP vs DGX
+255.3%
-125.6%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.7% | -1.7% | -0.6% |
| 7D | -4.6% | -0.9% | -3.7% | -4.3% |
| 30D | -1.7% | -1.2% | -0.5% | -1.3% |
| 3M | +17.1% | +15.8% | +1.3% | +11.2% |
| 6M | +10.9% | +18.2% | -7.3% | +4.3% |
| YTD | -12.1% | +37.2% | -49.3% | -22.0% |
| 1Y | -24.2% | +30.4% | -54.6% | -31.7% |
| 3Y | -20.4% | +96.7% | -117.1% | -39.5% |
| 5Y | -15.4% | +67.2% | -82.5% | -32.3% |
| All | +129.7% | +255.3% | -125.6% | +31.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DGX.
Daily Out/Under-Performance
Portfolio return minus DGX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DGX 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 DGX 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