+183.6%
ROP vs SPG
+117.3%
+66.3%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.0% | -3.1% | -1.5% |
| 7D | -1.6% | +5.1% | -6.7% | -2.7% |
| 30D | +29.5% | +16.8% | +12.7% | +25.2% |
| 3M | +17.5% | +5.7% | +11.9% | +16.1% |
| 6M | +38.1% | +17.8% | +20.3% | +33.2% |
| YTD | +7.0% | +30.1% | -23.1% | +0.9% |
| 1Y | +6.5% | +32.8% | -26.3% | 0.0% |
| 3Y | -5.5% | +137.2% | -142.7% | -22.0% |
| 5Y | -0.4% | +81.5% | -81.8% | -14.6% |
| 10Y | +183.6% | +116.5% | +67.1% | +133.9% |
| All | +183.6% | +117.3% | +66.3% | +133.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling