-14.9%
ROP vs BIYA
-99.9%
+85.0%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIYA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | 0.0% | +0.4% | +0.4% |
| 7D | +0.7% | +9.0% | -8.3% | +0.6% |
| 30D | +28.8% | -12.9% | +41.7% | +28.9% |
| 3M | +21.1% | -54.7% | +75.7% | +21.7% |
| 6M | +52.5% | -85.1% | +137.6% | +52.3% |
| YTD | +8.9% | -96.9% | +105.7% | +9.3% |
| 1Y | +8.2% | -98.5% | +106.8% | +9.3% |
| All | -14.9% | -99.9% | +85.0% | -13.6% |
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