+43.2%
TER vs ROP
+10.4%
+32.8%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | +3.9% | -10.8% | -2.9% |
| 7D | -19.9% | +11.7% | -31.6% | -10.0% |
| 30D | -43.5% | +35.5% | -79.0% | -23.1% |
| 3M | -37.8% | +25.6% | -63.4% | -20.0% |
| 6M | -25.6% | +39.3% | -64.8% | +8.5% |
| YTD | +29.8% | +11.6% | +18.2% | +82.8% |
| 1Y | +43.2% | +10.6% | +32.6% | +103.5% |
| All | +43.2% | +10.4% | +32.8% | +103.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ROP.
Daily Out/Under-Performance
Portfolio return minus ROP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROP 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 ROP 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