+5,566.7%
BDX vs ROP
+30,172.7%
-24,605.9%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.4% | +0.6% | +1.0% |
| 7D | +2.9% | +0.7% | +2.2% | +2.8% |
| 30D | +15.4% | +28.8% | -13.4% | +10.3% |
| 3M | +20.5% | +21.1% | -0.5% | +16.4% |
| 6M | +53.2% | +52.5% | +0.7% | +42.0% |
| YTD | +45.7% | +8.9% | +36.8% | +42.7% |
| 1Y | +47.3% | +8.2% | +39.0% | +44.4% |
| 3Y | +25.1% | -5.2% | +30.2% | +25.1% |
| 5Y | +27.4% | +1.7% | +25.7% | +25.6% |
| 10Y | +95.4% | +185.4% | -90.0% | +63.3% |
| All | +5,566.7% | +30,172.7% | -24,605.9% | +3,207.5% |
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 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