+128.6%
BP vs ROP
-13.6%
+142.2%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -3.6% | +4.1% | +1.0% |
| 7D | +3.9% | -4.4% | +8.4% | +4.6% |
| 30D | +7.6% | +3.2% | +4.4% | +7.1% |
| 3M | +0.7% | +23.1% | -22.4% | -2.7% |
| 6M | +15.5% | +13.3% | +2.2% | +12.9% |
| YTD | +30.8% | -7.9% | +38.7% | +32.3% |
| 1Y | +34.3% | -22.1% | +56.4% | +40.4% |
| 3Y | +35.1% | -16.8% | +51.9% | +39.4% |
| All | +128.6% | -13.6% | +142.2% | +128.6% |
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