+29,197.7%
ROP vs TAP
+720.9%
+28,476.8%
-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 | +20.0% | -3.8% | +23.8% | +20.9% |
| 6M | +36.4% | -3.4% | +39.9% | +37.2% |
| YTD | +7.8% | -10.6% | +18.5% | +9.6% |
| 1Y | +8.0% | -4.4% | +12.4% | +8.3% |
| 3Y | -3.5% | -24.4% | +20.9% | +0.3% |
| 5Y | +1.5% | +2.1% | -0.6% | -1.2% |
| 10Y | +198.5% | -48.7% | +247.2% | +215.7% |
| All | +29,197.7% | +720.9% | +28,476.8% | +25,575.7% |
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