+347.1%
ROP vs GWRE
+749.2%
-402.1%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -5.0% | +3.7% | -0.2% |
| 7D | -6.1% | -26.2% | +20.1% | +0.3% |
| 30D | -3.4% | -17.8% | +14.4% | +0.5% |
| 3M | +16.7% | +14.2% | +2.4% | +11.9% |
| 6M | +8.1% | -12.9% | +21.0% | +9.3% |
| YTD | -11.7% | -29.2% | +17.6% | -6.8% |
| 1Y | -24.2% | -44.4% | +20.2% | -15.6% |
| 3Y | -19.0% | +51.1% | -70.0% | -31.3% |
| 5Y | -15.9% | +16.5% | -32.4% | -26.1% |
| 10Y | +135.7% | +131.6% | +4.1% | +75.1% |
| All | +347.1% | +749.2% | -402.1% | +187.2% |
Cumulative growth
Daily Returns
Daily percentage return beside GWRE.
Daily Out/Under-Performance
Portfolio return minus GWRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWRE 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 GWRE 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