+151.8%
TER vs ROP
-3.8%
+155.6%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -2.9% | +5.5% | +1.7% |
| 7D | -20.5% | +2.1% | -22.6% | -19.8% |
| 30D | -47.0% | +32.9% | -79.9% | -42.9% |
| 3M | -43.3% | +20.0% | -63.3% | -39.9% |
| 6M | -42.9% | +36.4% | -79.3% | -39.0% |
| YTD | +12.9% | +7.8% | +5.0% | +32.7% |
| 1Y | +18.2% | +8.0% | +10.2% | +38.8% |
| 3Y | +151.8% | -3.5% | +155.3% | +217.7% |
| All | +151.8% | -3.8% | +155.6% | +217.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling