+1,057.8%
TER vs ROP
+183.9%
+873.8%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | 0.0% | -0.8% | -0.8% |
| 7D | +24.0% | -2.7% | +26.6% | +25.4% |
| 30D | -30.6% | +29.7% | -60.4% | -40.2% |
| 3M | -34.5% | +21.2% | -55.7% | -42.1% |
| 6M | -26.4% | +48.3% | -74.6% | -44.8% |
| YTD | +36.4% | +8.4% | +28.0% | +23.7% |
| 1Y | +47.4% | +6.0% | +41.4% | +35.9% |
| 3Y | +202.6% | -5.6% | +208.2% | +200.5% |
| 5Y | +83.9% | +1.3% | +82.6% | +72.4% |
| All | +1,057.8% | +183.9% | +873.8% | +481.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling