+255.8%
ELV vs ROP
+185.2%
+70.6%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.4% | -0.5% | -0.3% |
| 7D | +1.0% | +0.7% | +0.2% | +0.6% |
| 30D | +0.4% | +28.8% | -28.4% | -11.6% |
| 3M | +8.4% | +21.1% | -12.7% | -1.8% |
| 6M | +8.4% | +52.5% | -44.1% | -13.6% |
| YTD | +24.4% | +8.9% | +15.5% | +17.8% |
| 1Y | +33.5% | +8.2% | +25.3% | +26.8% |
| 3Y | -2.1% | -5.2% | +3.1% | -2.2% |
| 5Y | +5.8% | +1.7% | +4.1% | -0.3% |
| All | +255.8% | +185.2% | +70.6% | +90.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling