+29,339.2%
ROP vs BEN
+2,624.4%
+26,714.8%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | 0.0% | +0.7% | +0.7% |
| 7D | -2.9% | +7.2% | -10.1% | -5.5% |
| 30D | +30.1% | +14.1% | +15.9% | +23.7% |
| 3M | +19.9% | +9.9% | +10.0% | +15.4% |
| 6M | +46.0% | +17.4% | +28.6% | +36.6% |
| YTD | +8.4% | +57.3% | -49.0% | -9.2% |
| 1Y | +8.8% | +66.9% | -58.1% | -10.8% |
| 3Y | -5.6% | +85.7% | -91.3% | -27.8% |
| 5Y | +3.0% | +31.2% | -28.2% | -13.0% |
| 10Y | +184.0% | +61.0% | +123.0% | +106.9% |
| All | +29,339.2% | +2,624.4% | +26,714.8% | +10,595.3% |
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