-63.9%
BAX vs ROP
+1.1%
-65.0%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.9% | +3.5% | +1.6% |
| 7D | +12.1% | +2.1% | +10.0% | +11.3% |
| 30D | +7.6% | +32.9% | -25.3% | -3.4% |
| 3M | -4.5% | +20.0% | -24.5% | -11.0% |
| 6M | +52.0% | +36.4% | +15.6% | +34.2% |
| YTD | +35.1% | +7.8% | +27.3% | +29.9% |
| 1Y | +43.7% | +8.0% | +35.7% | +38.0% |
| 3Y | -20.9% | -3.5% | -17.4% | -20.7% |
| All | -63.9% | +1.1% | -65.0% | -65.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling