+2,876.0%
ROP vs SPYG
+564.9%
+2,311.2%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.1% | -3.4% | -3.5% |
| 7D | -4.4% | +0.4% | -4.8% | -4.7% |
| 30D | +3.2% | -0.4% | +3.7% | +3.6% |
| 3M | +23.1% | +0.5% | +22.5% | +21.1% |
| 6M | +13.3% | +17.5% | -4.2% | -2.3% |
| YTD | -7.9% | +14.3% | -22.2% | -18.9% |
| 1Y | -22.1% | +21.7% | -43.8% | -35.1% |
| 3Y | -16.8% | +98.6% | -115.4% | -54.9% |
| 5Y | -13.5% | +85.1% | -98.6% | -51.6% |
| 10Y | +137.7% | +412.0% | -274.3% | -45.2% |
| All | +2,876.0% | +564.9% | +2,311.2% | +248.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling