+3,511.0%
ROP vs RSG
+2,015.2%
+1,495.8%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -1.1% | -2.5% | -3.2% |
| 7D | -4.4% | +0.3% | -4.7% | -4.5% |
| 30D | +3.2% | +7.6% | -4.3% | +0.6% |
| 3M | +23.1% | +7.4% | +15.6% | +19.9% |
| 6M | +13.3% | -3.3% | +16.6% | +14.5% |
| YTD | -7.9% | +6.0% | -13.9% | -9.9% |
| 1Y | -22.1% | -3.7% | -18.4% | -21.2% |
| 3Y | -16.8% | +59.1% | -75.9% | -29.9% |
| 5Y | -13.5% | +89.0% | -102.6% | -31.5% |
| 10Y | +137.7% | +412.5% | -274.8% | +38.1% |
| All | +3,511.0% | +2,015.2% | +1,495.8% | +1,383.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling