+10.6%
ROP vs SPG
+34.3%
-23.7%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +2.9% | +1.0% | +2.6% |
| 7D | +11.7% | +8.2% | +3.5% | +7.8% |
| 30D | +35.5% | +13.5% | +22.0% | +28.4% |
| 3M | +25.6% | +2.2% | +23.4% | +23.1% |
| 6M | +39.3% | +15.9% | +23.4% | +32.5% |
| YTD | +11.6% | +27.6% | -15.9% | 0.0% |
| 1Y | +10.6% | +30.9% | -20.3% | -1.3% |
| All | +10.6% | +34.3% | -23.7% | -1.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SPG.
Daily Out/Under-Performance
Portfolio return minus SPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPG 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 1y: compounded portfolio wealth divided by compounded SPG 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…
1y analysis · Full analysis span regression · 6 months rolling