-15.3%
ROP vs BB
-27.1%
+11.7%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +2.2% | -5.1% | -3.0% |
| 7D | -5.4% | +0.5% | -5.9% | -5.5% |
| 30D | -1.6% | -12.4% | +10.7% | -0.7% |
| 3M | +18.8% | -15.3% | +34.1% | +19.3% |
| 6M | +8.2% | +128.8% | -120.6% | -2.4% |
| YTD | -10.5% | +107.7% | -118.1% | -18.5% |
| 1Y | -23.7% | +103.9% | -127.6% | -30.7% |
| 3Y | -17.9% | +72.6% | -90.4% | -26.6% |
| 5Y | -15.3% | -24.3% | +8.9% | -20.7% |
| All | -15.3% | -27.1% | +11.7% | -20.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling