+1,310.8%
BP vs ROP
+25,523.2%
-24,212.4%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -3.6% | +4.1% | +1.4% |
| 7D | +3.9% | -4.4% | +8.4% | +5.0% |
| 30D | +7.6% | +3.2% | +4.4% | +6.7% |
| 3M | +0.7% | +23.1% | -22.4% | -4.5% |
| 6M | +15.5% | +13.3% | +2.2% | +11.5% |
| YTD | +30.8% | -7.9% | +38.7% | +32.0% |
| 1Y | +34.3% | -22.1% | +56.4% | +40.7% |
| 3Y | +35.1% | -16.8% | +51.9% | +38.5% |
| 5Y | +126.8% | -13.5% | +140.4% | +128.2% |
| 10Y | +123.4% | +137.7% | -14.3% | +78.9% |
| All | +1,310.8% | +25,523.2% | -24,212.4% | +620.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling