+2.2%
ROP vs TRI
+0.5%
+1.7%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | 0.0% | +0.4% | +0.4% |
| 7D | +0.7% | -2.9% | +3.6% | +1.9% |
| 30D | +28.8% | +3.7% | +25.1% | +26.8% |
| 3M | +21.1% | +3.7% | +17.3% | +18.7% |
| 6M | +52.5% | +35.1% | +17.4% | +33.3% |
| YTD | +8.9% | -14.0% | +22.9% | +13.2% |
| 1Y | +8.2% | -19.0% | +27.2% | +15.3% |
| 3Y | -5.2% | -12.0% | +6.8% | -8.3% |
| All | +2.2% | +0.5% | +1.7% | -10.1% |
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