-15.9%
ROP vs BB
+59.1%
-75.0%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | 0.0% | -3.6% | -3.6% |
| 7D | -4.4% | -5.6% | +1.2% | -4.2% |
| 30D | +3.2% | -11.8% | +15.0% | +3.7% |
| 3M | +23.1% | -25.5% | +48.6% | +24.2% |
| 6M | +13.3% | +121.3% | -108.0% | +5.3% |
| YTD | -7.9% | +103.2% | -111.0% | -13.9% |
| 1Y | -22.1% | +102.6% | -124.7% | -27.3% |
| All | -15.9% | +59.1% | -75.0% | -24.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling