+28,965.7%
ROP vs BEN
+2,592.1%
+26,373.6%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +6.3% | -7.4% | -3.3% |
| 7D | -1.6% | +12.2% | -13.8% | -5.8% |
| 30D | +29.5% | +12.1% | +17.4% | +24.0% |
| 3M | +17.5% | +7.3% | +10.2% | +14.1% |
| 6M | +38.1% | +17.9% | +20.2% | +28.9% |
| YTD | +7.0% | +55.4% | -48.5% | -10.0% |
| 1Y | +6.5% | +69.3% | -62.8% | -13.1% |
| 3Y | -5.5% | +82.8% | -88.3% | -27.3% |
| 5Y | -0.4% | +28.8% | -29.2% | -15.3% |
| 10Y | +183.6% | +53.9% | +129.7% | +110.0% |
| All | +28,965.7% | +2,592.1% | +26,373.6% | +10,503.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling