+24,936.4%
ROP vs TAP
+724.4%
+24,212.1%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.2% | -3.4% | -3.5% |
| 7D | -4.4% | -2.3% | -2.1% | -4.0% |
| 30D | +3.2% | -2.1% | +5.4% | +3.6% |
| 3M | +23.1% | +6.6% | +16.4% | +21.6% |
| 6M | +13.3% | -11.5% | +24.8% | +15.7% |
| YTD | -7.9% | -10.3% | +2.4% | -6.4% |
| 1Y | -22.1% | -14.4% | -7.7% | -20.3% |
| 3Y | -16.8% | -28.3% | +11.5% | -12.8% |
| 5Y | -13.5% | +1.7% | -15.2% | -15.8% |
| 10Y | +137.7% | -49.2% | +186.9% | +151.6% |
| All | +24,936.4% | +724.4% | +24,212.1% | +21,819.9% |
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