+1,334.0%
BP vs ROP
+29,959.8%
-28,625.8%
-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% | +20.3% | -13.6% | +1.8% |
| 6M | +2.2% | +36.8% | -34.6% | -5.8% |
| YTD | +33.0% | +8.1% | +24.9% | +28.8% |
| 1Y | +30.7% | +8.3% | +22.5% | +26.6% |
| 3Y | +44.2% | -3.2% | +47.4% | +42.4% |
| 5Y | +105.1% | +1.7% | +103.4% | +98.3% |
| 10Y | +133.5% | +199.2% | -65.7% | +77.0% |
| All | +1,334.0% | +29,959.8% | -28,625.8% | +603.3% |
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 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