+5,027.8%
ROP vs BB
+329.7%
+4,698.2%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +5.5% | -6.5% | -1.7% |
| 7D | -1.6% | +15.0% | -16.6% | -3.3% |
| 30D | +29.5% | +3.5% | +26.1% | +28.4% |
| 3M | +17.5% | +2.7% | +14.9% | +16.2% |
| 6M | +38.1% | +44.7% | -6.7% | +29.3% |
| YTD | +7.0% | +143.3% | -136.3% | -6.3% |
| 1Y | +6.5% | +102.2% | -95.7% | -4.8% |
| 3Y | -5.5% | +156.1% | -161.6% | -21.0% |
| 5Y | -0.4% | -17.6% | +17.2% | -7.5% |
| 10Y | +183.6% | +29.0% | +154.6% | +118.2% |
| All | +5,027.8% | +329.7% | +4,698.2% | +3,247.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling