-15.4%
ROP vs TKO
+303.5%
-318.8%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.8% | +0.3% | -0.4% |
| 7D | -8.0% | +0.1% | -8.1% | -8.0% |
| 30D | -2.7% | -2.6% | -0.1% | -2.5% |
| 3M | +16.6% | -7.8% | +24.4% | +17.6% |
| 6M | +10.4% | -7.0% | +17.4% | +11.0% |
| YTD | -12.1% | -8.5% | -3.5% | -11.4% |
| 1Y | -23.6% | -1.3% | -22.3% | -23.9% |
| 3Y | -19.3% | +105.0% | -124.3% | -27.2% |
| 5Y | -15.4% | +292.9% | -308.3% | -31.6% |
| All | -15.4% | +303.5% | -318.8% | -31.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TKO.
Daily Out/Under-Performance
Portfolio return minus TKO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TKO 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 5y: compounded portfolio wealth divided by compounded TKO 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…
5y analysis · Full analysis span regression · 6 months rolling