-15.4%
ROP vs TRI
-11.1%
-4.2%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.3% | +0.9% | +0.1% |
| 7D | -8.0% | -14.4% | +6.4% | -2.3% |
| 30D | -2.7% | -8.1% | +5.4% | +0.3% |
| 3M | +16.6% | +17.5% | -0.9% | +8.3% |
| 6M | +10.4% | -5.0% | +15.3% | +10.5% |
| YTD | -12.1% | -24.7% | +12.6% | -3.4% |
| 1Y | -23.6% | -41.5% | +17.9% | -6.8% |
| 3Y | -19.3% | -20.3% | +1.0% | -19.1% |
| 5Y | -15.4% | -10.9% | -4.4% | -22.7% |
| All | -15.4% | -11.1% | -4.2% | -22.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling