+40.8%
ROP vs TENB
+3.0%
+37.8%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.7% | -2.9% | -3.4% |
| 7D | -4.4% | -9.1% | +4.6% | -2.7% |
| 30D | +3.2% | -4.9% | +8.1% | +3.8% |
| 3M | +23.1% | +16.9% | +6.1% | +17.7% |
| 6M | +13.3% | +68.0% | -54.7% | +0.1% |
| YTD | -7.9% | +45.6% | -53.4% | -16.6% |
| 1Y | -22.1% | +12.7% | -34.8% | -25.9% |
| 3Y | -16.8% | -24.4% | +7.6% | -16.1% |
| 5Y | -13.5% | -26.7% | +13.2% | -16.3% |
| All | +40.8% | +3.0% | +37.8% | +10.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling