+29,271.4%
ROP vs TAP
+720.9%
+28,550.5%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -4.5% | +1.6% | -2.1% |
| 7D | +2.1% | +0.5% | +1.6% | +2.0% |
| 30D | +32.9% | +9.1% | +23.8% | +30.8% |
| 3M | +20.3% | -3.8% | +24.1% | +21.2% |
| 6M | +36.8% | -3.4% | +40.2% | +37.6% |
| YTD | +8.1% | -10.6% | +18.7% | +9.9% |
| 1Y | +8.3% | -4.4% | +12.7% | +8.6% |
| 3Y | -3.2% | -24.4% | +21.1% | +0.5% |
| 5Y | +1.7% | +2.1% | -0.4% | -0.9% |
| 10Y | +199.2% | -48.7% | +248.0% | +216.5% |
| All | +29,271.4% | +720.9% | +28,550.5% | +25,640.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TAP.
Daily Out/Under-Performance
Portfolio return minus TAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TAP 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 TAP 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