+387.2%
BE vs ROP
+1.4%
+385.8%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -2.9% | +6.3% | +3.6% |
| 7D | -14.7% | +2.1% | -16.9% | -15.0% |
| 30D | -40.5% | +32.9% | -73.4% | -42.9% |
| 3M | -24.3% | +20.3% | -44.7% | -26.3% |
| 6M | -39.3% | +36.8% | -76.1% | -44.6% |
| YTD | +99.4% | +8.1% | +91.3% | +106.3% |
| 1Y | +26.6% | +8.3% | +18.3% | +31.0% |
| 3Y | +1,616.9% | -3.2% | +1,620.2% | +1,680.9% |
| All | +387.2% | +1.4% | +385.8% | +345.3% |
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