+199.8%
TER vs ROP
-21.5%
+221.3%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -3.6% | +9.0% | +2.4% |
| 7D | +0.6% | -4.4% | +5.0% | -3.1% |
| 30D | -8.3% | +3.2% | -11.5% | -5.2% |
| 3M | -12.2% | +23.1% | -35.3% | +4.7% |
| 6M | +17.0% | +13.3% | +3.7% | +36.4% |
| YTD | +84.6% | -7.9% | +92.5% | +104.0% |
| 1Y | +199.8% | -22.1% | +221.9% | +246.8% |
| All | +199.8% | -21.5% | +221.3% | +246.8% |
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