+641.7%
BE vs ROP
+77.1%
+564.6%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +0.6% | -5.0% | -4.6% |
| 7D | -13.4% | +0.2% | -13.5% | -13.6% |
| 30D | -33.9% | +30.3% | -64.2% | -41.9% |
| 3M | -12.0% | +17.8% | -29.7% | -19.7% |
| 6M | -29.0% | +38.9% | -67.9% | -43.2% |
| YTD | +113.4% | +7.6% | +105.8% | +96.5% |
| 1Y | +33.2% | +6.5% | +26.7% | +23.8% |
| 3Y | +1,659.2% | -6.3% | +1,665.5% | +1,627.7% |
| 5Y | +461.4% | +0.9% | +460.4% | +420.1% |
| All | +641.7% | +77.1% | +564.6% | +357.8% |
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