+360.5%
BE vs ROP
-21.5%
+382.0%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | -3.6% | +10.9% | +3.5% |
| 7D | +20.0% | -4.4% | +24.4% | +14.4% |
| 30D | +7.9% | +3.2% | +4.7% | +12.5% |
| 3M | -13.2% | +23.1% | -36.3% | +9.0% |
| 6M | +53.5% | +13.3% | +40.2% | +86.4% |
| YTD | +191.0% | -7.9% | +198.9% | +206.6% |
| 1Y | +360.5% | -22.1% | +382.6% | +376.5% |
| All | +360.5% | -21.5% | +382.0% | +376.5% |
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 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