ReturnProof

ReturnProof is a web app that standardizes risk-adjusted performance reporting for real-world portfolios where data is messy and marketing is optimistic. Users connect broker/custodian feeds or upload statements/CSVs, and the app computes time-weighted and money-weighted returns, then layers on risk metrics (volatility, downside deviation, max drawdown, rolling Sharpe/Sortino, and stress periods). The key is “auditability”: every metric is traceable to specific transactions, cash flows, and pricing sources, with a clear assumptions log (pricing gaps, corporate actions, FX conversions, fee treatment). It generates client-ready tear sheets and an internal “red flag” report that highlights suspicious smoothing, stale pricing, survivorship bias, and benchmark cherry-picking. This is not a magic alpha finder; it’s a credibility tool that reduces reporting disputes and saves hours of spreadsheet wrangling each month.