-15.9%
ROP vs TRU
-36.4%
+20.6%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.8% | -0.6% | -1.1% |
| 7D | -6.1% | -6.5% | +0.4% | -4.3% |
| 30D | -3.4% | -2.5% | -0.9% | -2.6% |
| 3M | +16.7% | +10.4% | +6.3% | +13.5% |
| 6M | +8.1% | +1.6% | +6.4% | +7.1% |
| YTD | -11.7% | -9.7% | -2.0% | -10.0% |
| 1Y | -24.2% | -17.3% | -7.0% | -21.4% |
| 3Y | -19.0% | -1.8% | -17.1% | -21.4% |
| 5Y | -15.9% | -36.2% | +20.4% | -5.9% |
| All | -15.9% | -36.4% | +20.6% | -5.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling