+24,936.4%
ROP vs GAP
+481.7%
+24,454.7%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +0.5% | -4.1% | -3.7% |
| 7D | -4.4% | -4.5% | 0.0% | -3.7% |
| 30D | +3.2% | +9.0% | -5.8% | +1.5% |
| 3M | +23.1% | +5.0% | +18.1% | +21.5% |
| 6M | +13.3% | -17.8% | +31.1% | +15.7% |
| YTD | -7.9% | -10.4% | +2.5% | -7.5% |
| 1Y | -22.1% | -3.4% | -18.7% | -23.2% |
| 3Y | -16.8% | +111.5% | -128.3% | -33.6% |
| 5Y | -13.5% | +8.8% | -22.4% | -25.9% |
| 10Y | +137.7% | +32.9% | +104.8% | +69.8% |
| All | +24,936.4% | +481.7% | +24,454.7% | +10,900.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling