+557.1%
BAX vs ROP
+25,523.2%
-24,966.1%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -3.6% | +4.6% | +1.7% |
| 7D | -1.1% | -4.4% | +3.3% | -0.3% |
| 30D | -5.5% | +3.2% | -8.7% | -6.0% |
| 3M | +33.5% | +23.1% | +10.5% | +28.4% |
| 6M | +35.9% | +13.3% | +22.5% | +32.4% |
| YTD | +35.4% | -7.9% | +43.2% | +36.8% |
| 1Y | +9.8% | -22.1% | +31.8% | +14.3% |
| 3Y | -32.7% | -16.8% | -15.9% | -30.9% |
| 5Y | -65.6% | -13.5% | -52.0% | -65.0% |
| 10Y | -34.9% | +137.7% | -172.6% | -43.9% |
| All | +557.1% | +25,523.2% | -24,966.1% | +267.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling