+29,271.4%
ROP vs BN
+20,169.5%
+9,101.9%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.9% | -2.0% | -2.6% |
| 7D | +2.1% | +5.3% | -3.2% | +0.1% |
| 30D | +32.9% | +11.9% | +21.0% | +27.3% |
| 3M | +20.3% | -5.7% | +26.1% | +22.9% |
| 6M | +36.8% | -10.6% | +47.4% | +42.0% |
| YTD | +8.1% | -9.4% | +17.5% | +10.7% |
| 1Y | +8.3% | -8.8% | +17.0% | +10.4% |
| 3Y | -3.2% | +95.6% | -98.9% | -28.9% |
| 5Y | +1.7% | +30.2% | -28.4% | -14.7% |
| 10Y | +199.2% | +277.0% | -77.8% | +59.1% |
| All | +29,271.4% | +20,169.5% | +9,101.9% | +7,101.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling