-24.2%
ROP vs BWA
+48.6%
-72.9%
-39.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.5% | +0.2% | -1.6% |
| 7D | -6.1% | +0.1% | -6.2% | -6.1% |
| 30D | -3.4% | -5.6% | +2.2% | -4.3% |
| 3M | +16.7% | -10.7% | +27.4% | +15.2% |
| 6M | +8.1% | +23.2% | -15.1% | +11.9% |
| YTD | -11.7% | +46.0% | -57.7% | -10.4% |
| 1Y | -24.2% | +51.2% | -75.4% | -23.7% |
| All | -24.2% | +48.6% | -72.9% | -23.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling