+28,965.7%
ROP vs TRMB
+1,983.0%
+26,982.7%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.1% | -2.1% | -1.2% |
| 7D | -1.6% | -17.0% | +15.3% | +1.5% |
| 30D | +29.5% | -9.0% | +38.5% | +31.3% |
| 3M | +17.5% | -8.1% | +25.7% | +18.9% |
| 6M | +38.1% | -10.1% | +48.1% | +40.3% |
| YTD | +7.0% | -30.2% | +37.2% | +14.1% |
| 1Y | +6.5% | -30.7% | +37.2% | +13.6% |
| 3Y | -5.5% | +32.6% | -38.1% | -12.0% |
| 5Y | -0.4% | -38.1% | +37.8% | +5.8% |
| 10Y | +183.6% | +98.9% | +84.7% | +137.4% |
| All | +28,965.7% | +1,983.0% | +26,982.7% | +13,881.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TRMB.
Daily Out/Under-Performance
Portfolio return minus TRMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRMB 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 TRMB 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