+24,936.4%
ROP vs BEN
+2,480.2%
+22,456.2%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +3.5% | -7.1% | -4.8% |
| 7D | -4.4% | +0.2% | -4.7% | -4.6% |
| 30D | +3.2% | -0.5% | +3.8% | +3.3% |
| 3M | +23.1% | +9.7% | +13.3% | +18.5% |
| 6M | +13.3% | +33.9% | -20.6% | +1.0% |
| YTD | -7.9% | +49.0% | -56.8% | -21.0% |
| 1Y | -22.1% | +42.1% | -64.2% | -32.3% |
| 3Y | -16.8% | +51.9% | -68.7% | -31.5% |
| 5Y | -13.5% | +39.0% | -52.6% | -28.8% |
| 10Y | +137.7% | +57.9% | +79.8% | +74.3% |
| All | +24,936.4% | +2,480.2% | +22,456.2% | +9,206.1% |
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