+4,779.6%
ROP vs DGX
+8,794.8%
-4,015.1%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | 0.0% | -1.3% | -1.3% |
| 7D | -6.1% | -2.2% | -3.9% | -5.5% |
| 30D | -3.4% | -0.9% | -2.4% | -3.1% |
| 3M | +16.7% | +15.6% | +1.1% | +12.3% |
| 6M | +8.1% | +17.8% | -9.7% | +3.3% |
| YTD | -11.7% | +37.5% | -49.1% | -19.3% |
| 1Y | -24.2% | +31.2% | -55.4% | -30.0% |
| 3Y | -19.0% | +96.6% | -115.6% | -33.5% |
| 5Y | -15.9% | +64.9% | -80.8% | -28.1% |
| 10Y | +135.7% | +254.6% | -118.9% | +61.7% |
| All | +4,779.6% | +8,794.8% | -4,015.1% | +1,725.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling