-20.4%
ROP vs GNRC
+57.0%
-77.4%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.6% | +2.1% | -0.4% |
| 7D | -8.0% | -0.7% | -7.3% | -8.0% |
| 30D | -2.7% | -15.8% | +13.1% | -2.4% |
| 3M | +16.6% | -24.0% | +40.6% | +16.8% |
| 6M | +10.4% | -13.8% | +24.1% | +9.2% |
| YTD | -12.1% | +33.2% | -45.3% | -17.2% |
| 1Y | -23.6% | -1.8% | -21.8% | -25.7% |
| All | -20.4% | +57.0% | -77.4% | -27.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling