+8.2%
ROP vs BEN
+65.1%
-56.8%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.4% | 0.0% | +0.4% |
| 7D | +0.7% | +6.8% | -6.1% | +0.2% |
| 30D | +28.8% | +18.0% | +10.8% | +26.8% |
| 3M | +21.1% | +7.5% | +13.6% | +20.2% |
| 6M | +52.5% | +14.7% | +37.8% | +49.7% |
| YTD | +8.9% | +56.1% | -47.2% | -1.3% |
| 1Y | +8.2% | +69.6% | -61.4% | -3.5% |
| All | +8.2% | +65.1% | -56.8% | -3.5% |
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