-24.2%
ROP vs GEN
+0.6%
-24.8%
-39.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.2% | -1.2% | -1.3% |
| 7D | -6.1% | -2.9% | -3.2% | -5.1% |
| 30D | -3.4% | +2.1% | -5.4% | -4.1% |
| 3M | +16.7% | +19.7% | -3.0% | +9.5% |
| 6M | +8.1% | +33.3% | -25.2% | -0.2% |
| YTD | -11.7% | +11.1% | -22.8% | -11.8% |
| 1Y | -24.2% | +3.0% | -27.2% | -21.2% |
| All | -24.2% | +0.6% | -24.8% | -21.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling