+28,965.7%
ROP vs GEN
+1,340.7%
+27,625.0%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | 0.0% | -1.1% | -1.0% |
| 7D | -1.6% | -0.3% | -1.3% | -1.6% |
| 30D | +29.5% | +28.2% | +1.4% | +24.6% |
| 3M | +17.5% | +2.6% | +14.9% | +16.7% |
| 6M | +38.1% | +32.7% | +5.4% | +31.7% |
| YTD | +7.0% | +11.3% | -4.3% | +4.5% |
| 1Y | +6.5% | +17.9% | -11.4% | +3.1% |
| 3Y | -5.5% | +66.3% | -71.8% | -13.6% |
| 5Y | -0.4% | +31.7% | -32.1% | -6.9% |
| 10Y | +183.6% | +150.0% | +33.6% | +133.7% |
| All | +28,965.7% | +1,340.7% | +27,625.0% | +18,933.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling