+556.1%
BAX vs ROP
+29,884.4%
-29,328.3%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.9% | +3.5% | +1.1% |
| 7D | +12.1% | +2.1% | +10.0% | +11.7% |
| 30D | +7.6% | +32.9% | -25.3% | +1.9% |
| 3M | -4.5% | +20.0% | -24.5% | -7.8% |
| 6M | +52.0% | +36.4% | +15.6% | +43.0% |
| YTD | +35.1% | +7.8% | +27.3% | +32.4% |
| 1Y | +43.7% | +8.0% | +35.7% | +40.8% |
| 3Y | -20.9% | -3.5% | -17.4% | -21.0% |
| 5Y | -63.5% | +1.5% | -65.0% | -64.1% |
| 10Y | -36.0% | +198.5% | -234.5% | -47.0% |
| All | +556.1% | +29,884.4% | -29,328.3% | +256.2% |
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