-15.9%
ROP vs BBWI
-42.5%
+26.5%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +2.8% | -6.4% | -3.8% |
| 7D | -4.4% | +1.5% | -5.9% | -4.6% |
| 30D | +3.2% | -5.2% | +8.4% | +3.6% |
| 3M | +23.1% | +11.1% | +11.9% | +21.3% |
| 6M | +13.3% | -13.4% | +26.7% | +14.2% |
| YTD | -7.9% | +0.1% | -7.9% | -9.0% |
| 1Y | -22.1% | -36.1% | +14.1% | -18.9% |
| All | -15.9% | -42.5% | +26.5% | -14.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling