+129.7%
ROP vs TRU
+144.8%
-15.0%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.1% | -0.3% | -0.4% |
| 7D | -8.0% | -9.4% | +1.4% | -4.8% |
| 30D | -2.7% | -4.1% | +1.4% | -1.3% |
| 3M | +16.6% | +13.6% | +3.0% | +11.5% |
| 6M | +10.4% | +3.6% | +6.8% | +8.3% |
| YTD | -12.1% | -9.8% | -2.3% | -10.0% |
| 1Y | -23.6% | -13.6% | -10.0% | -21.1% |
| 3Y | -19.3% | -2.0% | -17.4% | -24.5% |
| 5Y | -15.4% | -35.8% | +20.4% | -7.6% |
| All | +129.7% | +144.8% | -15.0% | +62.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TRU.
Daily Out/Under-Performance
Portfolio return minus TRU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRU 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 TRU 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