-23.6%
ROP vs SPYG
+17.3%
-40.9%
-39.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.8% | +0.4% | -0.6% |
| 7D | -8.0% | -1.8% | -6.2% | -8.2% |
| 30D | -2.7% | -1.9% | -0.8% | -3.0% |
| 3M | +16.6% | +5.2% | +11.4% | +17.0% |
| 6M | +10.4% | +15.6% | -5.2% | +9.2% |
| YTD | -12.1% | +12.4% | -24.5% | -12.9% |
| 1Y | -23.6% | +17.5% | -41.1% | -25.0% |
| All | -23.6% | +17.3% | -40.9% | -25.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling