+7,274.0%
ROP vs BWA
+2,496.1%
+4,777.9%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +2.7% | -5.6% | -3.8% |
| 7D | +2.1% | -5.5% | +7.6% | +3.9% |
| 30D | +32.9% | -21.7% | +54.6% | +43.2% |
| 3M | +20.3% | -25.6% | +46.0% | +31.1% |
| 6M | +36.8% | -17.4% | +54.2% | +41.7% |
| YTD | +8.1% | +9.2% | -1.1% | -0.8% |
| 1Y | +8.3% | +9.7% | -1.5% | -1.0% |
| 3Y | -3.2% | +54.6% | -57.9% | -23.9% |
| 5Y | +1.7% | +26.8% | -25.0% | -17.5% |
| 10Y | +199.2% | +89.0% | +110.2% | +90.0% |
| All | +7,274.0% | +2,496.1% | +4,777.9% | +1,754.0% |
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