+34.3%
ROP vs TENB
-9.4%
+43.7%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -6.0% | +6.0% | +1.1% |
| 7D | -4.6% | -12.1% | +7.5% | -2.3% |
| 30D | -1.7% | -18.6% | +16.9% | +1.8% |
| 3M | +17.1% | +12.1% | +5.0% | +12.8% |
| 6M | +10.9% | +46.8% | -36.0% | +0.4% |
| YTD | -12.1% | +28.0% | -40.1% | -18.5% |
| 1Y | -24.2% | -1.4% | -22.8% | -26.1% |
| 3Y | -20.4% | -33.9% | +13.6% | -17.7% |
| 5Y | -15.4% | -34.6% | +19.3% | -16.3% |
| All | +34.3% | -9.4% | +43.7% | +7.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TENB.
Daily Out/Under-Performance
Portfolio return minus TENB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TENB 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 10y: compounded portfolio wealth divided by compounded TENB 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…
10y analysis · Full analysis span regression · 6 months rolling