+1,006.2%
TER vs ROP
+185.1%
+821.1%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.6% | -0.8% | -0.5% |
| 7D | -8.9% | +0.2% | -9.1% | -9.2% |
| 30D | -39.1% | +30.3% | -69.4% | -47.6% |
| 3M | -32.8% | +17.8% | -50.5% | -39.7% |
| 6M | -31.7% | +38.9% | -70.6% | -46.7% |
| YTD | +26.9% | +7.6% | +19.3% | +15.4% |
| 1Y | +33.6% | +6.5% | +27.1% | +22.4% |
| 3Y | +181.5% | -6.3% | +187.8% | +180.5% |
| 5Y | +76.1% | +0.9% | +75.2% | +65.1% |
| 10Y | +1,006.2% | +180.7% | +825.5% | +465.4% |
| All | +1,006.2% | +185.1% | +821.1% | +465.4% |
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