+184.4%
ROP vs BB
+21.8%
+162.6%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.4% | +2.9% | +0.6% |
| 7D | +0.7% | +1.8% | -1.1% | +0.5% |
| 30D | +28.8% | +8.1% | +20.6% | +27.5% |
| 3M | +21.1% | -1.0% | +22.1% | +20.4% |
| 6M | +52.5% | +45.9% | +6.6% | +44.6% |
| YTD | +8.9% | +134.8% | -126.0% | -1.8% |
| 1Y | +8.2% | +104.6% | -96.4% | -1.2% |
| 3Y | -5.2% | +152.8% | -158.0% | -17.9% |
| 5Y | +1.7% | -17.4% | +19.2% | -4.5% |
| All | +184.4% | +21.8% | +162.6% | +120.4% |
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