-22.1%
ROP vs GNRC
+6.8%
-28.8%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +2.4% | -5.9% | -3.3% |
| 7D | -4.4% | +1.9% | -6.4% | -4.2% |
| 30D | +3.2% | -13.8% | +17.1% | +1.7% |
| 3M | +23.1% | -32.6% | +55.7% | +18.9% |
| 6M | +13.3% | -15.2% | +28.5% | +11.1% |
| YTD | -7.9% | +37.4% | -45.2% | -9.7% |
| 1Y | -22.1% | +5.1% | -27.2% | -23.2% |
| All | -22.1% | +6.8% | -28.8% | -23.2% |
Cumulative growth
Daily Returns
Daily percentage return beside GNRC.
Daily Out/Under-Performance
Portfolio return minus GNRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GNRC 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 GNRC 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