+180.7%
ROP vs RGEN
+457.6%
-276.9%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.8% | +3.4% | +1.0% |
| 7D | +0.2% | -2.4% | +2.6% | +0.5% |
| 30D | +30.3% | +0.1% | +30.3% | +30.0% |
| 3M | +17.8% | +6.6% | +11.1% | +15.8% |
| 6M | +38.9% | +40.9% | -2.0% | +29.7% |
| YTD | +7.6% | +6.2% | +1.4% | +4.8% |
| 1Y | +6.5% | +19.4% | -12.9% | +1.5% |
| 3Y | -6.3% | +17.9% | -24.2% | -14.0% |
| 5Y | +0.9% | -34.0% | +35.0% | -1.5% |
| 10Y | +180.7% | +453.9% | -273.2% | +67.4% |
| All | +180.7% | +457.6% | -276.9% | +67.4% |
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