-4.9%
EQT vs ROP
+10.1%
-15.0%
-28.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +3.9% | -7.1% | -3.4% |
| 7D | -6.6% | +11.7% | -18.3% | -7.3% |
| 30D | +2.7% | +35.5% | -32.7% | +0.4% |
| 3M | -0.2% | +25.3% | -25.5% | -2.2% |
| 6M | -10.6% | +38.9% | -49.5% | -12.8% |
| YTD | -1.2% | +11.4% | -12.5% | +2.3% |
| 1Y | -4.9% | +10.3% | -15.2% | -1.2% |
| All | -4.9% | +10.1% | -15.0% | -1.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling