+0.7%
ROP vs BWA
+27.1%
-26.5%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +2.7% | -5.6% | -3.1% |
| 7D | +2.1% | -5.5% | +7.6% | +2.6% |
| 30D | +32.9% | -21.7% | +54.6% | +35.7% |
| 3M | +20.3% | -25.6% | +46.0% | +23.2% |
| 6M | +36.8% | -17.4% | +54.2% | +37.4% |
| YTD | +8.1% | +9.2% | -1.1% | +2.0% |
| 1Y | +8.3% | +9.7% | -1.5% | +2.0% |
| 3Y | -3.2% | +54.6% | -57.9% | -17.1% |
| All | +0.7% | +27.1% | -26.5% | -14.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling