+129.7%
ROP vs TRI
+196.2%
-66.5%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.7% | -1.7% | -0.8% |
| 7D | -4.6% | -7.9% | +3.3% | -1.1% |
| 30D | -1.7% | -4.5% | +2.8% | +0.1% |
| 3M | +17.1% | +22.1% | -5.0% | +5.3% |
| 6M | +10.9% | -2.8% | +13.6% | +9.8% |
| YTD | -12.1% | -23.4% | +11.3% | -3.0% |
| 1Y | -24.2% | -41.5% | +17.3% | -4.6% |
| 3Y | -20.4% | -19.2% | -1.2% | -18.5% |
| 5Y | -15.4% | -9.4% | -6.0% | -20.1% |
| All | +129.7% | +196.2% | -66.5% | +28.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TRI.
Daily Out/Under-Performance
Portfolio return minus TRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRI 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 TRI 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