-15.0%
ROP vs BR
+7.6%
-22.6%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.3% | -1.0% | -1.2% |
| 7D | -6.1% | -5.0% | -1.1% | -3.6% |
| 30D | -3.4% | -2.5% | -0.9% | -2.1% |
| 3M | +16.7% | +13.5% | +3.2% | +9.2% |
| 6M | +8.1% | -9.4% | +17.5% | +12.7% |
| YTD | -11.7% | -23.3% | +11.6% | -0.3% |
| 1Y | -24.2% | -31.6% | +7.4% | -9.4% |
| 3Y | -19.0% | -5.1% | -13.9% | -18.8% |
| All | -15.0% | +7.6% | -22.6% | -23.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BR.
Daily Out/Under-Performance
Portfolio return minus BR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BR 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 5y: compounded portfolio wealth divided by compounded BR 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…
5y analysis · Full analysis span regression · 6 months rolling