-24.2%
ROP vs BRO
-27.7%
+3.5%
-39.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.2% | +0.2% | +0.1% |
| 7D | -4.6% | -7.3% | +2.7% | -0.9% |
| 30D | -1.7% | -6.9% | +5.2% | +1.8% |
| 3M | +17.1% | +10.7% | +6.4% | +12.7% |
| 6M | +10.9% | -2.7% | +13.5% | +11.7% |
| YTD | -12.1% | -16.3% | +4.2% | -5.7% |
| 1Y | -24.2% | -29.1% | +4.8% | -16.4% |
| All | -24.2% | -27.7% | +3.5% | -16.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BRO.
Daily Out/Under-Performance
Portfolio return minus BRO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BRO 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 1y: compounded portfolio wealth divided by compounded BRO 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…
1y analysis · Full analysis span regression · 6 months rolling