+28,965.7%
ROP vs RGEN
+829.6%
+28,136.2%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +3.1% | -4.2% | -1.2% |
| 7D | -1.6% | +3.5% | -5.1% | -1.8% |
| 30D | +29.5% | +2.9% | +26.6% | +29.3% |
| 3M | +17.5% | +9.2% | +8.4% | +17.0% |
| 6M | +38.1% | +44.9% | -6.9% | +35.6% |
| YTD | +7.0% | +9.2% | -2.2% | +6.2% |
| 1Y | +6.5% | +25.3% | -18.8% | +5.1% |
| 3Y | -5.5% | +21.7% | -27.2% | -7.4% |
| 5Y | -0.4% | -34.5% | +34.1% | -0.9% |
| 10Y | +183.6% | +478.9% | -295.3% | +161.0% |
| All | +28,965.7% | +829.6% | +28,136.2% | +24,632.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling