-3.5%
ROP vs BAH
-26.3%
+22.8%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -4.4% | +1.5% | -2.0% |
| 7D | +2.1% | -3.5% | +5.7% | +2.9% |
| 30D | +32.9% | +24.3% | +8.7% | +27.3% |
| 3M | +20.0% | +16.3% | +3.7% | +16.3% |
| 6M | +36.4% | +13.6% | +22.8% | +32.3% |
| YTD | +7.8% | +3.5% | +4.3% | +6.1% |
| 1Y | +8.0% | +2.7% | +5.3% | +6.2% |
| 3Y | -3.5% | -26.6% | +23.1% | -3.5% |
| All | -3.5% | -26.3% | +22.8% | -3.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BAH.
Daily Out/Under-Performance
Portfolio return minus BAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAH 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 3y: compounded portfolio wealth divided by compounded BAH 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…
3y analysis · Full analysis span regression · 6 months rolling