+6,180.2%
ROP vs SPG
+5,256.9%
+923.3%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +22.0% |
| 6M | +13.3% | +5.5% | +7.9% | +11.1% |
| YTD | -7.9% | +15.7% | -23.6% | -12.3% |
| 1Y | -22.1% | +20.9% | -42.9% | -27.0% |
| 3Y | -16.8% | +112.4% | -129.2% | -35.8% |
| 5Y | -13.5% | +101.4% | -114.9% | -33.3% |
| 10Y | +137.7% | +60.6% | +77.0% | +73.7% |
| All | +6,180.2% | +5,256.9% | +923.3% | +926.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling