-3.2%
ROP vs BN
+90.6%
-93.9%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.9% | -2.0% | -2.7% |
| 7D | +2.1% | +5.3% | -3.2% | +0.7% |
| 30D | +32.9% | +11.9% | +21.0% | +29.0% |
| 3M | +20.3% | -5.7% | +26.1% | +21.9% |
| 6M | +36.8% | -10.6% | +47.4% | +40.2% |
| YTD | +8.1% | -9.4% | +17.5% | +9.9% |
| 1Y | +8.3% | -8.8% | +17.0% | +9.7% |
| 3Y | -3.2% | +95.6% | -98.9% | -18.9% |
| All | -3.2% | +90.6% | -93.9% | -18.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling