+977.1%
BE vs ROP
+45.3%
+931.8%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -1.3% | -1.5% | -2.2% |
| 7D | +23.9% | -6.1% | +30.1% | +27.4% |
| 30D | +27.8% | -3.4% | +31.2% | +29.1% |
| 3M | +3.7% | +16.7% | -13.0% | -8.5% |
| 6M | +78.0% | +8.1% | +69.9% | +61.9% |
| YTD | +209.9% | -11.7% | +221.6% | +215.9% |
| 1Y | +389.6% | -24.2% | +413.8% | +455.6% |
| 3Y | +1,730.6% | -19.0% | +1,749.6% | +1,805.3% |
| 5Y | +1,227.8% | -15.9% | +1,243.7% | +1,245.2% |
| All | +977.1% | +45.3% | +931.8% | +636.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling