+4,317.0%
ROP vs BB
+258.8%
+4,058.1%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | 0.0% | -3.6% | -3.6% |
| 7D | -4.4% | -5.6% | +1.2% | -3.8% |
| 30D | +3.2% | -11.8% | +15.0% | +4.6% |
| 3M | +23.1% | -25.5% | +48.6% | +25.8% |
| 6M | +13.3% | +121.3% | -108.0% | +1.0% |
| YTD | -7.9% | +103.2% | -111.0% | -17.0% |
| 1Y | -22.1% | +102.6% | -124.7% | -30.1% |
| 3Y | -16.8% | +37.5% | -54.3% | -25.0% |
| 5Y | -13.5% | -30.4% | +16.9% | -17.9% |
| 10Y | +137.7% | 0.0% | +137.7% | +89.7% |
| All | +4,317.0% | +258.8% | +4,058.1% | +2,864.5% |
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