+184.4%
ROP vs BWA
+94.2%
+90.1%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.2% | +0.6% | +0.5% |
| 7D | +0.7% | +4.3% | -3.6% | -0.1% |
| 30D | +28.8% | -13.0% | +41.8% | +31.9% |
| 3M | +21.1% | -24.8% | +45.9% | +27.2% |
| 6M | +52.5% | -23.5% | +76.0% | +58.5% |
| YTD | +8.9% | +13.8% | -5.0% | +1.0% |
| 1Y | +8.2% | +13.4% | -5.2% | +0.4% |
| 3Y | -5.2% | +62.8% | -67.9% | -21.8% |
| 5Y | +1.7% | +28.5% | -26.7% | -13.1% |
| All | +184.4% | +94.2% | +90.1% | +105.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BWA.
Daily Out/Under-Performance
Portfolio return minus BWA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BWA 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 BWA 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