-15.9%
ROP vs BIYA
-99.9%
+84.0%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIYA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +4.9% | -4.3% | +0.6% |
| 7D | +0.2% | -4.1% | +4.3% | +0.2% |
| 30D | +30.3% | -35.5% | +65.8% | +30.8% |
| 3M | +17.8% | -56.3% | +74.1% | +18.4% |
| 6M | +38.9% | -88.7% | +127.5% | +39.0% |
| YTD | +7.6% | -97.0% | +104.6% | +8.1% |
| 1Y | +6.5% | -98.7% | +105.2% | +7.7% |
| All | -15.9% | -99.9% | +84.0% | -14.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BIYA.
Daily Out/Under-Performance
Portfolio return minus BIYA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BIYA 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 10y: compounded portfolio wealth divided by compounded BIYA 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…
10y analysis · Full analysis span regression · 6 months rolling