+37.9%
BAX vs ROP
+8.8%
+29.1%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | 0.0% | -2.3% | -2.3% |
| 7D | +0.4% | -2.7% | +3.0% | +1.1% |
| 30D | +3.4% | +29.7% | -26.3% | -4.4% |
| 3M | -4.5% | +21.2% | -25.7% | -9.9% |
| 6M | +44.0% | +48.3% | -4.3% | +27.1% |
| YTD | +34.9% | +8.4% | +26.5% | +30.9% |
| 1Y | +37.9% | +6.0% | +31.9% | +38.0% |
| All | +37.9% | +8.8% | +29.1% | +38.0% |
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