-15.3%
ROP vs RGEN
-42.7%
+27.4%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +0.6% | -3.4% | -2.9% |
| 7D | -5.4% | -0.9% | -4.5% | -5.3% |
| 30D | -1.6% | +2.8% | -4.5% | -2.1% |
| 3M | +18.8% | +34.5% | -15.6% | +13.6% |
| 6M | +8.2% | +40.5% | -32.2% | +2.3% |
| YTD | -10.5% | +2.8% | -13.3% | -11.6% |
| 1Y | -23.7% | +39.6% | -63.4% | -28.3% |
| 3Y | -17.9% | +4.4% | -22.3% | -21.9% |
| 5Y | -15.3% | -42.8% | +27.4% | -19.4% |
| All | -15.3% | -42.7% | +27.4% | -19.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling