+24,936.4%
ROP vs BBWI
+513.5%
+24,422.9%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +2.8% | -6.4% | -4.2% |
| 7D | -4.4% | +1.5% | -5.9% | -4.8% |
| 30D | +3.2% | -5.2% | +8.4% | +4.0% |
| 3M | +23.1% | +11.1% | +11.9% | +19.4% |
| 6M | +13.3% | -13.4% | +26.7% | +14.4% |
| YTD | -7.9% | +0.1% | -7.9% | -10.2% |
| 1Y | -22.1% | -36.1% | +14.1% | -17.5% |
| 3Y | -16.8% | -44.1% | +27.3% | -13.6% |
| 5Y | -13.5% | -66.2% | +52.7% | -4.2% |
| 10Y | +137.7% | -54.8% | +192.5% | +107.3% |
| All | +24,936.4% | +513.5% | +24,422.9% | +8,505.6% |
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 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