+1,744.2%
TER vs ROP
+134.1%
+1,610.1%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -2.9% | +7.1% | +5.8% |
| 7D | +11.0% | -5.4% | +16.4% | +14.0% |
| 30D | -1.9% | -1.6% | -0.2% | -1.7% |
| 3M | -0.7% | +18.8% | -19.5% | -13.9% |
| 6M | +36.4% | +8.2% | +28.2% | +23.5% |
| YTD | +92.4% | -10.5% | +102.9% | +96.0% |
| 1Y | +213.5% | -23.7% | +237.3% | +258.5% |
| 3Y | +277.2% | -17.9% | +295.1% | +303.7% |
| 5Y | +219.1% | -15.3% | +234.5% | +232.9% |
| 10Y | +1,744.2% | +133.4% | +1,610.9% | +896.0% |
| All | +1,744.2% | +134.1% | +1,610.1% | +896.0% |
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