+7,666.6%
TER vs ROP
+25,523.2%
-17,856.6%
-97.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -3.6% | +9.1% | +7.1% |
| 7D | +0.6% | -4.4% | +5.1% | +2.5% |
| 30D | -8.3% | +3.2% | -11.5% | -10.0% |
| 3M | -12.2% | +23.1% | -35.3% | -22.2% |
| 6M | +17.1% | +13.3% | +3.8% | +6.3% |
| YTD | +84.7% | -7.9% | +92.5% | +82.1% |
| 1Y | +199.9% | -22.1% | +222.0% | +218.4% |
| 3Y | +232.8% | -16.8% | +249.6% | +243.2% |
| 5Y | +198.6% | -13.5% | +212.1% | +205.1% |
| 10Y | +1,669.7% | +137.7% | +1,532.1% | +1,062.4% |
| All | +7,666.6% | +25,523.2% | -17,856.6% | +2,005.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling