+54.6%
TER vs ROP
+1.1%
+53.5%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -2.9% | +5.5% | +3.0% |
| 7D | -20.5% | +2.1% | -22.6% | -20.8% |
| 30D | -47.0% | +32.9% | -79.9% | -50.5% |
| 3M | -43.3% | +20.0% | -63.3% | -45.9% |
| 6M | -42.9% | +36.4% | -79.3% | -49.4% |
| YTD | +12.9% | +7.8% | +5.0% | +15.3% |
| 1Y | +18.2% | +8.0% | +10.2% | +20.5% |
| 3Y | +151.8% | -3.5% | +155.3% | +174.1% |
| All | +54.6% | +1.1% | +53.5% | +52.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling