+129.7%
ROP vs RGEN
+414.1%
-284.4%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.2% | -0.2% | -0.4% |
| 7D | -8.0% | -2.9% | -5.1% | -7.5% |
| 30D | -2.7% | -0.1% | -2.7% | -2.8% |
| 3M | +16.6% | +25.9% | -9.3% | +11.7% |
| 6M | +10.4% | +35.2% | -24.9% | +4.0% |
| YTD | -12.1% | +0.5% | -12.6% | -13.1% |
| 1Y | -23.6% | +37.0% | -60.6% | -28.7% |
| 3Y | -19.3% | +2.0% | -21.3% | -24.0% |
| 5Y | -15.4% | -44.2% | +28.8% | -14.6% |
| All | +129.7% | +414.1% | -284.4% | +40.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RGEN.
Daily Out/Under-Performance
Portfolio return minus RGEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RGEN 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded RGEN 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling