+9.8%
BAX vs ROP
-21.5%
+31.2%
-35.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -3.6% | +4.6% | +2.0% |
| 7D | -1.1% | -4.4% | +3.3% | +0.1% |
| 30D | -5.5% | +3.2% | -8.7% | -6.4% |
| 3M | +33.5% | +23.1% | +10.5% | +25.5% |
| 6M | +35.9% | +13.3% | +22.5% | +30.0% |
| YTD | +35.4% | -7.9% | +43.2% | +32.4% |
| 1Y | +9.8% | -22.1% | +31.8% | +8.5% |
| All | +9.8% | -21.5% | +31.2% | +8.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ROP.
Daily Out/Under-Performance
Portfolio return minus ROP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROP 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 ROP 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