+2,568.1%
ELV vs ROP
+2,550.5%
+17.6%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.4% | -0.5% | -0.2% |
| 7D | +1.0% | +0.7% | +0.2% | +0.7% |
| 30D | +0.4% | +28.8% | -28.4% | -9.5% |
| 3M | +8.4% | +21.1% | -12.7% | -0.1% |
| 6M | +8.4% | +52.5% | -44.1% | -9.6% |
| YTD | +24.4% | +8.9% | +15.5% | +18.5% |
| 1Y | +33.5% | +8.2% | +25.3% | +27.4% |
| 3Y | -2.1% | -5.2% | +3.1% | -2.5% |
| 5Y | +5.8% | +1.7% | +4.1% | +1.1% |
| 10Y | +268.9% | +185.4% | +83.5% | +135.1% |
| All | +2,568.1% | +2,550.5% | +17.6% | +682.4% |
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