+8.2%
ROP vs TRU
+0.8%
+7.4%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.1% | +0.3% | +0.4% |
| 7D | +0.7% | 0.0% | +0.7% | +0.7% |
| 30D | +28.8% | +21.3% | +7.5% | +19.2% |
| 3M | +21.1% | +0.2% | +20.8% | +20.8% |
| 6M | +52.5% | +22.4% | +30.2% | +41.3% |
| YTD | +8.9% | -4.8% | +13.7% | +8.6% |
| 1Y | +8.2% | -0.2% | +8.4% | +6.6% |
| All | +8.2% | +0.8% | +7.4% | +6.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling