-17.9%
ROP vs BWA
+72.9%
-90.8%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -1.9% | -1.0% | -2.8% |
| 7D | -5.4% | +4.3% | -9.7% | -5.5% |
| 30D | -1.6% | -2.9% | +1.3% | -1.6% |
| 3M | +18.8% | -12.4% | +31.3% | +19.5% |
| 6M | +8.2% | +28.6% | -20.4% | +6.2% |
| YTD | -10.5% | +48.2% | -58.7% | -15.0% |
| 1Y | -23.7% | +50.9% | -74.7% | -27.9% |
| 3Y | -17.9% | +72.2% | -90.0% | -26.7% |
| All | -17.9% | +72.9% | -90.8% | -26.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling