+7,241.0%
ROP vs BWA
+2,583.4%
+4,657.7%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.9% | +2.5% | +1.2% |
| 7D | +0.2% | -2.4% | +2.6% | +0.7% |
| 30D | +30.3% | -17.7% | +48.0% | +38.0% |
| 3M | +17.8% | -27.0% | +44.8% | +29.0% |
| 6M | +38.9% | -17.3% | +56.2% | +43.9% |
| YTD | +7.6% | +12.9% | -5.2% | -2.4% |
| 1Y | +6.5% | +12.9% | -6.4% | -3.6% |
| 3Y | -6.3% | +62.1% | -68.4% | -27.5% |
| 5Y | +0.9% | +30.7% | -29.8% | -19.0% |
| 10Y | +180.7% | +89.2% | +91.6% | +78.5% |
| All | +7,241.0% | +2,583.4% | +4,657.7% | +1,724.4% |
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