+886.2%
TER vs ROP
+196.0%
+690.2%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -2.9% | +5.5% | +3.9% |
| 7D | -20.5% | +2.1% | -22.6% | -21.5% |
| 30D | -47.0% | +32.9% | -79.9% | -54.9% |
| 3M | -43.3% | +20.3% | -63.6% | -49.7% |
| 6M | -42.9% | +36.8% | -79.7% | -54.9% |
| YTD | +12.9% | +8.1% | +4.8% | +2.5% |
| 1Y | +18.2% | +8.3% | +9.9% | +7.1% |
| 3Y | +151.8% | -3.2% | +155.0% | +145.1% |
| 5Y | +54.2% | +1.7% | +52.5% | +44.0% |
| All | +886.2% | +196.0% | +690.2% | +409.3% |
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