+135.7%
ROP vs GEN
+150.6%
-14.9%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.2% | -1.2% | -1.3% |
| 7D | -6.1% | -2.9% | -3.2% | -5.5% |
| 30D | -3.4% | +2.1% | -5.4% | -3.8% |
| 3M | +16.7% | +19.7% | -3.0% | +12.1% |
| 6M | +8.1% | +33.3% | -25.2% | +1.0% |
| YTD | -11.7% | +11.1% | -22.8% | -14.2% |
| 1Y | -24.2% | +3.0% | -27.2% | -25.3% |
| 3Y | -19.0% | +57.9% | -76.8% | -27.5% |
| 5Y | -15.9% | +20.6% | -36.5% | -21.9% |
| 10Y | +135.7% | +153.2% | -17.6% | +74.2% |
| All | +135.7% | +150.6% | -14.9% | +74.2% |
Cumulative growth
Daily Returns
Daily percentage return beside GEN.
Daily Out/Under-Performance
Portfolio return minus GEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GEN 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 GEN 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