-5.5%
ROP vs BBWI
-25.2%
+19.7%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.9% | -2.9% | -1.3% |
| 7D | -1.6% | -6.2% | +4.5% | -1.0% |
| 30D | +29.5% | +25.5% | +4.0% | +26.5% |
| 3M | +17.5% | +8.0% | +9.6% | +16.1% |
| 6M | +38.1% | +12.7% | +25.4% | +35.4% |
| YTD | +7.0% | +11.6% | -4.7% | +4.3% |
| 1Y | +6.5% | -0.9% | +7.4% | +4.9% |
| 3Y | -5.5% | -22.7% | +17.2% | -3.6% |
| All | -5.5% | -25.2% | +19.7% | -3.6% |
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 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