+129.7%
ROP vs GNRC
+448.8%
-319.1%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.9% | -2.9% | -0.5% |
| 7D | -4.6% | -0.2% | -4.4% | -4.6% |
| 30D | -1.7% | -15.7% | +14.0% | +0.8% |
| 3M | +17.1% | -27.3% | +44.4% | +22.0% |
| 6M | +10.9% | -12.1% | +22.9% | +10.6% |
| YTD | -12.1% | +37.1% | -49.2% | -20.2% |
| 1Y | -24.2% | -0.5% | -23.8% | -27.3% |
| 3Y | -20.4% | +61.5% | -81.9% | -33.1% |
| 5Y | -15.4% | -58.6% | +43.2% | -7.1% |
| All | +129.7% | +448.8% | -319.1% | +0.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling