+1,251.0%
BE vs ROP
-14.2%
+1,265.2%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.6% | -2.9% | +12.5% | +10.2% |
| 7D | +29.8% | -5.4% | +35.2% | +31.1% |
| 30D | +26.4% | -1.6% | +28.0% | +26.4% |
| 3M | +9.3% | +18.8% | -9.5% | +0.4% |
| 6M | +105.1% | +8.2% | +96.9% | +95.3% |
| YTD | +219.0% | -10.5% | +229.5% | +237.5% |
| 1Y | +418.8% | -23.7% | +442.5% | +518.6% |
| 3Y | +1,784.6% | -17.9% | +1,802.4% | +1,849.2% |
| 5Y | +1,251.0% | -15.3% | +1,266.3% | +1,194.6% |
| All | +1,251.0% | -14.2% | +1,265.2% | +1,194.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling