+714.2%
ROP vs GNRC
+2,077.0%
-1,362.8%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.0% | +0.6% | -1.0% |
| 7D | -6.1% | +3.2% | -9.3% | -6.7% |
| 30D | -3.4% | -9.5% | +6.2% | -1.9% |
| 3M | +16.7% | -28.5% | +45.2% | +22.4% |
| 6M | +8.1% | -10.0% | +18.0% | +7.5% |
| YTD | -11.7% | +36.7% | -48.4% | -20.0% |
| 1Y | -24.2% | +2.6% | -26.8% | -27.8% |
| 3Y | -19.0% | +61.9% | -80.9% | -32.1% |
| 5Y | -15.9% | -59.0% | +43.2% | -10.6% |
| 10Y | +135.7% | +444.8% | -309.1% | +25.6% |
| All | +714.2% | +2,077.0% | -1,362.8% | +179.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling