-15.3%
ROP vs SPG
+106.4%
-121.7%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +1.2% | -4.0% | -3.2% |
| 7D | -5.4% | 0.0% | -5.4% | -5.4% |
| 30D | -1.6% | -4.9% | +3.3% | 0.0% |
| 3M | +18.8% | +3.3% | +15.5% | +17.6% |
| 6M | +8.2% | +11.2% | -3.0% | +4.2% |
| YTD | -10.5% | +17.1% | -27.5% | -15.3% |
| 1Y | -23.7% | +21.6% | -45.3% | -28.9% |
| 3Y | -17.9% | +111.9% | -129.7% | -37.6% |
| 5Y | -15.3% | +106.9% | -122.3% | -38.5% |
| All | -15.3% | +106.4% | -121.7% | -38.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling