+29,140.1%
ROP vs BBWI
+580.8%
+28,559.3%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.5% | +1.1% | +0.7% |
| 7D | +0.2% | -4.2% | +4.4% | +1.1% |
| 30D | +30.3% | +24.9% | +5.5% | +24.3% |
| 3M | +17.8% | +13.2% | +4.6% | +14.1% |
| 6M | +38.9% | +12.1% | +26.8% | +33.5% |
| YTD | +7.6% | +11.1% | -3.5% | +2.3% |
| 1Y | +6.5% | +0.7% | +5.8% | +2.2% |
| 3Y | -6.3% | -23.8% | +17.5% | -9.0% |
| 5Y | +0.9% | -66.9% | +67.9% | +12.5% |
| 10Y | +180.7% | -45.3% | +226.1% | +133.7% |
| All | +29,140.1% | +580.8% | +28,559.3% | +9,706.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling