-24.2%
ROP vs BEN
+45.3%
-69.5%
-39.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.5% | +0.2% | -1.2% |
| 7D | -6.1% | +3.4% | -9.5% | -6.5% |
| 30D | -3.4% | +1.8% | -5.1% | -3.6% |
| 3M | +16.7% | +8.4% | +8.3% | +15.1% |
| 6M | +8.1% | +35.6% | -27.6% | +0.6% |
| YTD | -11.7% | +46.4% | -58.0% | -18.3% |
| 1Y | -24.2% | +46.3% | -70.6% | -29.9% |
| All | -24.2% | +45.3% | -69.5% | -29.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BEN.
Daily Out/Under-Performance
Portfolio return minus BEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BEN 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 1y: compounded portfolio wealth divided by compounded BEN 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…
1y analysis · Full analysis span regression · 6 months rolling