+129.7%
ROP vs RSG
+428.9%
-299.2%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.8% | -0.8% | -0.5% |
| 7D | -4.6% | 0.0% | -4.6% | -4.6% |
| 30D | -1.7% | +4.0% | -5.7% | -4.3% |
| 3M | +17.1% | +7.4% | +9.7% | +11.5% |
| 6M | +10.9% | +0.1% | +10.8% | +10.3% |
| YTD | -12.1% | +6.0% | -18.1% | -16.1% |
| 1Y | -24.2% | -3.0% | -21.3% | -23.2% |
| 3Y | -20.4% | +56.5% | -76.9% | -44.1% |
| 5Y | -15.4% | +90.9% | -106.3% | -49.9% |
| All | +129.7% | +428.9% | -299.2% | -31.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RSG.
Daily Out/Under-Performance
Portfolio return minus RSG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RSG 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 RSG 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