+635.7%
ROP vs BAH
+1,056.2%
-420.5%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -4.4% | +1.5% | -1.6% |
| 7D | +2.1% | -3.5% | +5.7% | +3.2% |
| 30D | +32.9% | +24.3% | +8.7% | +24.7% |
| 3M | +20.0% | +16.3% | +3.7% | +14.7% |
| 6M | +36.4% | +13.6% | +22.8% | +30.5% |
| YTD | +7.8% | +3.5% | +4.3% | +5.3% |
| 1Y | +8.0% | +2.7% | +5.3% | +5.4% |
| 3Y | -3.5% | -26.6% | +23.1% | -0.4% |
| 5Y | +1.5% | +8.5% | -7.1% | -9.4% |
| 10Y | +198.5% | +225.1% | -26.6% | +92.3% |
| All | +635.7% | +1,056.2% | -420.5% | +213.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling