-15.9%
ROP vs SPG
+111.2%
-127.1%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -1.0% | -2.6% | -3.3% |
| 7D | -4.4% | -2.4% | -2.1% | -3.7% |
| 30D | +3.2% | -6.8% | +10.1% | +5.6% |
| 3M | +23.1% | +2.7% | +20.4% | +22.2% |
| 6M | +13.3% | +5.5% | +7.9% | +11.3% |
| YTD | -7.9% | +15.7% | -23.6% | -12.2% |
| 1Y | -22.1% | +20.9% | -42.9% | -26.9% |
| All | -15.9% | +111.2% | -127.1% | -33.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling