+130.8%
ROP vs RGEN
+415.3%
-284.5%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.1% | +0.7% | -1.0% |
| 7D | -6.1% | -4.6% | -1.6% | -5.4% |
| 30D | -3.4% | +1.2% | -4.5% | -3.6% |
| 3M | +16.7% | +26.8% | -10.1% | +11.7% |
| 6M | +8.1% | +29.1% | -21.0% | +2.6% |
| YTD | -11.7% | +0.7% | -12.4% | -12.7% |
| 1Y | -24.2% | +39.1% | -63.3% | -29.5% |
| 3Y | -19.0% | +2.2% | -21.2% | -23.7% |
| 5Y | -15.9% | -44.0% | +28.1% | -15.1% |
| All | +130.8% | +415.3% | -284.5% | +40.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling