+71.7%
TER vs ROP
+1.9%
+69.8%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +0.4% | -5.8% | -5.5% |
| 7D | +14.4% | +0.7% | +13.6% | +14.2% |
| 30D | -30.6% | +28.8% | -59.4% | -34.5% |
| 3M | -39.2% | +21.1% | -60.2% | -42.0% |
| 6M | -31.3% | +52.5% | -83.8% | -42.5% |
| YTD | +29.1% | +8.9% | +20.2% | +31.6% |
| 1Y | +47.4% | +8.2% | +39.2% | +50.9% |
| 3Y | +191.2% | -5.2% | +196.4% | +224.9% |
| All | +71.7% | +1.9% | +69.8% | +67.8% |
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