+180.7%
ROP vs BN
+280.2%
-99.5%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.3% | +1.9% | +1.1% |
| 7D | +0.2% | +4.3% | -4.1% | -1.6% |
| 30D | +30.3% | +14.3% | +16.0% | +23.6% |
| 3M | +17.8% | -4.1% | +21.9% | +19.5% |
| 6M | +38.9% | -9.7% | +48.6% | +43.7% |
| YTD | +7.6% | -7.1% | +14.8% | +9.1% |
| 1Y | +6.5% | -7.4% | +13.9% | +7.9% |
| 3Y | -6.3% | +102.3% | -108.6% | -34.4% |
| 5Y | +0.9% | +35.9% | -35.0% | -17.8% |
| 10Y | +180.7% | +289.2% | -108.4% | +32.9% |
| All | +180.7% | +280.2% | -99.5% | +32.9% |
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