+2.2%
ROP vs RSG
+99.6%
-97.4%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | 0.0% | +0.4% | +0.4% |
| 7D | +0.7% | +2.5% | -1.8% | -0.7% |
| 30D | +28.8% | +12.7% | +16.1% | +20.4% |
| 3M | +21.1% | +17.9% | +3.1% | +10.4% |
| 6M | +52.5% | +25.0% | +27.6% | +34.7% |
| YTD | +8.9% | +20.8% | -11.9% | -2.4% |
| 1Y | +8.2% | +24.3% | -16.0% | -4.6% |
| 3Y | -5.2% | +65.3% | -70.4% | -30.5% |
| All | +2.2% | +99.6% | -97.4% | -33.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling