+202.8%
TER vs ROP
-13.6%
+216.4%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -3.6% | +9.1% | +6.6% |
| 7D | +0.6% | -4.4% | +5.1% | +1.9% |
| 30D | -8.3% | +3.2% | -11.5% | -9.5% |
| 3M | -12.2% | +23.1% | -35.3% | -21.3% |
| 6M | +17.1% | +13.3% | +3.8% | +8.4% |
| YTD | +84.7% | -7.9% | +92.5% | +95.1% |
| 1Y | +199.9% | -22.1% | +222.0% | +261.4% |
| 3Y | +232.8% | -16.8% | +249.6% | +271.7% |
| All | +202.8% | -13.6% | +216.4% | +203.9% |
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