+668.0%
BE vs ROP
+79.1%
+588.8%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +0.4% | -5.4% | -5.1% |
| 7D | +10.8% | +0.7% | +10.1% | +10.5% |
| 30D | -19.8% | +28.8% | -48.6% | -29.0% |
| 3M | -18.7% | +21.1% | -39.8% | -26.7% |
| 6M | -33.7% | +52.5% | -86.3% | -49.7% |
| YTD | +121.0% | +8.9% | +112.1% | +102.6% |
| 1Y | +85.4% | +8.2% | +77.2% | +70.4% |
| 3Y | +1,709.5% | -5.2% | +1,714.7% | +1,668.9% |
| 5Y | +462.2% | +1.7% | +460.5% | +420.2% |
| All | +668.0% | +79.1% | +588.8% | +372.0% |
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