+135.7%
ROP vs BN
+257.9%
-122.3%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.9% | +0.6% | -0.6% |
| 7D | -6.1% | -3.0% | -3.1% | -5.0% |
| 30D | -3.4% | -13.0% | +9.7% | +2.0% |
| 3M | +16.7% | -15.2% | +31.9% | +24.2% |
| 6M | +8.1% | -5.9% | +14.0% | +9.6% |
| YTD | -11.7% | -15.8% | +4.1% | -6.8% |
| 1Y | -24.2% | -12.2% | -12.0% | -21.8% |
| 3Y | -19.0% | +72.2% | -91.2% | -39.6% |
| 5Y | -15.9% | +33.2% | -49.1% | -31.5% |
| 10Y | +135.7% | +264.7% | -129.0% | +11.0% |
| All | +135.7% | +257.9% | -122.3% | +11.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BN.
Daily Out/Under-Performance
Portfolio return minus BN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BN 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 BN 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