+24,936.4%
ROP vs GEN
+1,381.8%
+23,554.6%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -2.2% | -1.4% | -3.2% |
| 7D | -4.4% | -1.2% | -3.2% | -4.3% |
| 30D | +3.2% | +10.1% | -6.9% | +1.7% |
| 3M | +23.1% | +16.1% | +7.0% | +20.3% |
| 6M | +13.3% | +38.9% | -25.5% | +7.4% |
| YTD | -7.9% | +14.4% | -22.3% | -10.0% |
| 1Y | -22.1% | +5.9% | -27.9% | -23.1% |
| 3Y | -16.8% | +58.8% | -75.6% | -23.3% |
| 5Y | -13.5% | +24.7% | -38.2% | -18.3% |
| 10Y | +137.7% | +163.1% | -25.4% | +95.0% |
| All | +24,936.4% | +1,381.8% | +23,554.6% | +16,281.0% |
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