+135.7%
ROP vs BBWI
-58.2%
+193.9%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -6.3% | +5.0% | -0.5% |
| 7D | -6.1% | -4.4% | -1.7% | -5.6% |
| 30D | -3.4% | -7.4% | +4.0% | -2.6% |
| 3M | +16.7% | -2.2% | +18.9% | +16.5% |
| 6M | +8.1% | -16.3% | +24.4% | +9.4% |
| YTD | -11.7% | -9.1% | -2.5% | -11.9% |
| 1Y | -24.2% | -34.5% | +10.3% | -21.6% |
| 3Y | -19.0% | -47.0% | +28.0% | -16.1% |
| 5Y | -15.9% | -68.8% | +53.0% | -9.0% |
| 10Y | +135.7% | -57.4% | +193.0% | +105.6% |
| All | +135.7% | -58.2% | +193.9% | +105.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BBWI.
Daily Out/Under-Performance
Portfolio return minus BBWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBWI 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 BBWI 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