-20.4%
ROP vs DGX
+93.2%
-113.5%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.8% | +1.4% | 0.0% |
| 7D | -8.0% | -3.5% | -4.5% | -7.2% |
| 30D | -2.7% | -2.7% | -0.1% | -2.1% |
| 3M | +16.6% | +13.9% | +2.7% | +13.4% |
| 6M | +10.4% | +16.0% | -5.7% | +7.0% |
| YTD | -12.1% | +34.9% | -47.0% | -17.7% |
| 1Y | -23.6% | +30.6% | -54.2% | -28.2% |
| All | -20.4% | +93.2% | -113.5% | -29.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling