+36.8%
ROP vs BAH
+14.6%
+22.1%
-18.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -4.4% | +1.5% | -1.3% |
| 7D | +2.1% | -3.5% | +5.7% | +3.5% |
| 30D | +32.9% | +24.3% | +8.7% | +23.5% |
| 3M | +20.3% | +16.3% | +4.0% | +13.9% |
| 6M | +36.8% | +13.6% | +23.2% | +31.0% |
| All | +36.8% | +14.6% | +22.1% | +31.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling