+2,707.8%
ROP vs TKO
+1,439.7%
+1,268.0%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +5.0% | -7.9% | -3.7% |
| 7D | -5.4% | +7.2% | -12.6% | -6.6% |
| 30D | -1.6% | +4.7% | -6.3% | -2.5% |
| 3M | +18.8% | -3.2% | +22.1% | +19.2% |
| 6M | +8.2% | -2.9% | +11.1% | +8.2% |
| YTD | -10.5% | -5.8% | -4.7% | -10.1% |
| 1Y | -23.7% | -1.1% | -22.7% | -24.2% |
| 3Y | -17.9% | +111.1% | -129.0% | -29.9% |
| 5Y | -15.3% | +315.6% | -330.9% | -37.1% |
| 10Y | +133.4% | +978.5% | -845.1% | +37.1% |
| All | +2,707.8% | +1,439.7% | +1,268.0% | +1,049.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling