+310.6%
BE vs ROP
-24.5%
+335.1%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.5% | -3.6% | -4.5% |
| 7D | +9.7% | -8.0% | +17.7% | +0.9% |
| 30D | +22.4% | -2.7% | +25.1% | +19.8% |
| 3M | +10.4% | +16.6% | -6.2% | +30.3% |
| 6M | +67.9% | +10.4% | +57.5% | +95.3% |
| YTD | +197.5% | -12.1% | +209.6% | +205.2% |
| 1Y | +310.6% | -23.6% | +334.2% | +329.2% |
| All | +310.6% | -24.5% | +335.1% | +329.2% |
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