+135.7%
ROP vs BWA
+142.7%
-7.0%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.5% | +0.2% | -1.0% |
| 7D | -6.1% | +0.1% | -6.2% | -6.2% |
| 30D | -3.4% | -5.6% | +2.2% | -2.4% |
| 3M | +16.7% | -10.7% | +27.4% | +18.8% |
| 6M | +8.1% | +23.2% | -15.1% | +1.6% |
| YTD | -11.7% | +46.0% | -57.7% | -21.6% |
| 1Y | -24.2% | +51.2% | -75.4% | -33.5% |
| 3Y | -19.0% | +69.6% | -88.5% | -32.6% |
| 5Y | -15.9% | +86.6% | -102.4% | -33.9% |
| 10Y | +135.7% | +152.3% | -16.6% | +54.9% |
| All | +135.7% | +142.7% | -7.0% | +54.9% |
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