+125.0%
BP vs ROP
+134.1%
-9.1%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -2.9% | +5.3% | +3.5% |
| 7D | +0.9% | -5.4% | +6.3% | +2.9% |
| 30D | +9.1% | -1.6% | +10.8% | +9.6% |
| 3M | +3.9% | +18.8% | -14.9% | -3.6% |
| 6M | +13.6% | +8.2% | +5.4% | +9.1% |
| YTD | +34.0% | -10.5% | +44.5% | +38.0% |
| 1Y | +39.2% | -23.7% | +62.9% | +52.9% |
| 3Y | +36.4% | -17.9% | +54.3% | +42.6% |
| 5Y | +135.8% | -15.3% | +151.1% | +137.6% |
| 10Y | +125.0% | +133.4% | -8.4% | +35.9% |
| All | +125.0% | +134.1% | -9.1% | +35.9% |
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