-15.3%
ROP vs BEN
+42.4%
-57.7%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.2% | -2.6% | -2.8% |
| 7D | -5.4% | +4.7% | -10.1% | -6.5% |
| 30D | -1.6% | +2.6% | -4.2% | -2.3% |
| 3M | +18.8% | +11.5% | +7.4% | +15.2% |
| 6M | +8.2% | +35.3% | -27.1% | -0.9% |
| YTD | -10.5% | +48.6% | -59.1% | -20.1% |
| 1Y | -23.7% | +46.7% | -70.4% | -31.8% |
| 3Y | -17.9% | +57.0% | -74.9% | -29.7% |
| 5Y | -15.3% | +41.8% | -57.2% | -28.7% |
| All | -15.3% | +42.4% | -57.7% | -28.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling