-24.2%
ROP vs TRI
-40.4%
+16.1%
-39.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.7% | -1.7% | -0.6% |
| 7D | -4.6% | -7.9% | +3.3% | -2.0% |
| 30D | -1.7% | -4.5% | +2.8% | -0.3% |
| 3M | +17.1% | +22.1% | -5.0% | +8.8% |
| 6M | +10.9% | -2.8% | +13.6% | +9.2% |
| YTD | -12.1% | -23.4% | +11.3% | -8.8% |
| 1Y | -24.2% | -41.5% | +17.3% | -20.2% |
| All | -24.2% | -40.4% | +16.1% | -20.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling