-15.3%
ROP vs GAP
+9.4%
-24.8%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.2% | -2.6% | -2.8% |
| 7D | -5.4% | +1.7% | -7.1% | -5.6% |
| 30D | -1.6% | +9.3% | -11.0% | -2.5% |
| 3M | +18.8% | +6.1% | +12.8% | +18.0% |
| 6M | +8.2% | -2.3% | +10.5% | +7.8% |
| YTD | -10.5% | -10.6% | +0.1% | -10.2% |
| 1Y | -23.7% | -4.4% | -19.3% | -24.2% |
| 3Y | -17.9% | +118.3% | -136.2% | -28.3% |
| 5Y | -15.3% | +12.2% | -27.5% | -26.3% |
| All | -15.3% | +9.4% | -24.8% | -26.3% |
Cumulative growth
Daily Returns
Daily percentage return beside GAP.
Daily Out/Under-Performance
Portfolio return minus GAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GAP 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 5y: compounded portfolio wealth divided by compounded GAP 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…
5y analysis · Full analysis span regression · 6 months rolling