+2,791.1%
ROP vs SPYG
+561.6%
+2,229.4%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.5% | -2.4% | -2.5% |
| 7D | -5.4% | +1.2% | -6.6% | -6.3% |
| 30D | -1.6% | -1.6% | -0.1% | -0.5% |
| 3M | +18.8% | +3.4% | +15.5% | +14.6% |
| 6M | +8.2% | +18.9% | -10.7% | -7.5% |
| YTD | -10.5% | +13.8% | -24.3% | -20.9% |
| 1Y | -23.7% | +20.6% | -44.3% | -36.1% |
| 3Y | -17.9% | +100.5% | -118.4% | -55.8% |
| 5Y | -15.3% | +84.6% | -100.0% | -52.5% |
| 10Y | +133.4% | +410.8% | -277.4% | -46.1% |
| All | +2,791.1% | +561.6% | +2,229.4% | +239.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SPYG.
Daily Out/Under-Performance
Portfolio return minus SPYG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPYG 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 1990-01-01 to 2026-09-08: compounded portfolio wealth divided by compounded SPYG 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling