+6,185.7%
ROP vs BWA
+3,492.4%
+2,693.3%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +2.8% | -6.3% | -4.5% |
| 7D | -4.4% | +5.7% | -10.1% | -6.2% |
| 30D | +3.2% | +1.4% | +1.8% | +2.4% |
| 3M | +23.1% | -12.1% | +35.1% | +27.0% |
| 6M | +13.3% | +28.6% | -15.3% | +1.7% |
| YTD | -7.9% | +51.1% | -58.9% | -23.4% |
| 1Y | -22.1% | +55.9% | -77.9% | -36.1% |
| 3Y | -16.8% | +70.1% | -86.9% | -36.1% |
| 5Y | -13.5% | +90.7% | -104.2% | -38.6% |
| 10Y | +137.7% | +154.0% | -16.3% | +38.1% |
| All | +6,185.7% | +3,492.4% | +2,693.3% | +1,332.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling