+180.7%
ROP vs BB
+28.9%
+151.8%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.9% | +1.5% | +0.7% |
| 7D | +0.2% | +11.6% | -11.4% | -0.8% |
| 30D | +30.3% | +2.6% | +27.7% | +29.6% |
| 3M | +17.8% | +3.5% | +14.3% | +16.7% |
| 6M | +38.9% | +43.5% | -4.6% | +32.0% |
| YTD | +7.6% | +141.2% | -133.5% | -3.1% |
| 1Y | +6.5% | +97.4% | -90.9% | -2.4% |
| 3Y | -6.3% | +151.1% | -157.4% | -18.8% |
| 5Y | +0.9% | -12.8% | +13.7% | -5.6% |
| 10Y | +180.7% | +27.5% | +153.3% | +117.8% |
| All | +180.7% | +28.9% | +151.8% | +117.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BB.
Daily Out/Under-Performance
Portfolio return minus BB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BB 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 10y: compounded portfolio wealth divided by compounded BB 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…
10y analysis · Full analysis span regression · 6 months rolling