+135.7%
ROP vs BB
+2.1%
+133.6%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.5% | +0.2% | -1.2% |
| 7D | -6.1% | +1.8% | -8.0% | -6.3% |
| 30D | -3.4% | -12.2% | +8.9% | -2.3% |
| 3M | +16.7% | -12.3% | +29.0% | +16.9% |
| 6M | +8.1% | +122.7% | -114.6% | -1.7% |
| YTD | -11.7% | +104.5% | -116.2% | -19.0% |
| 1Y | -24.2% | +106.7% | -130.9% | -30.8% |
| 3Y | -19.0% | +70.0% | -88.9% | -27.1% |
| 5Y | -15.9% | -27.8% | +11.9% | -19.9% |
| 10Y | +135.7% | +2.4% | +133.3% | +82.0% |
| All | +135.7% | +2.1% | +133.6% | +82.0% |
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