+1,334.0%
BP vs ROP
+29,884.4%
-28,550.4%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.9% | +2.5% | +0.3% |
| 7D | -11.6% | +2.1% | -13.8% | -12.2% |
| 30D | 0.0% | +32.9% | -32.9% | -6.6% |
| 3M | +6.7% | +20.0% | -13.3% | +1.9% |
| 6M | +2.2% | +36.4% | -34.3% | -5.8% |
| YTD | +33.0% | +7.8% | +25.1% | +28.9% |
| 1Y | +30.7% | +8.0% | +22.7% | +26.6% |
| 3Y | +44.2% | -3.5% | +47.7% | +42.5% |
| 5Y | +105.1% | +1.5% | +103.7% | +98.4% |
| 10Y | +133.5% | +198.5% | -64.9% | +77.1% |
| All | +1,334.0% | +29,884.4% | -28,550.4% | +603.7% |
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