+133.4%
ROP vs SPG
+61.5%
+71.8%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +1.2% | -4.0% | -3.1% |
| 7D | -5.4% | 0.0% | -5.4% | -5.4% |
| 30D | -1.6% | -4.9% | +3.3% | -0.6% |
| 3M | +18.8% | +3.3% | +15.5% | +18.0% |
| 6M | +8.2% | +11.2% | -3.0% | +5.6% |
| YTD | -10.5% | +17.1% | -27.5% | -13.6% |
| 1Y | -23.7% | +21.6% | -45.3% | -27.1% |
| 3Y | -17.9% | +111.9% | -129.7% | -30.7% |
| 5Y | -15.3% | +106.9% | -122.3% | -29.0% |
| 10Y | +133.4% | +62.2% | +71.2% | +112.6% |
| All | +133.4% | +61.5% | +71.8% | +112.6% |
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