+35.8%
EQT vs ROP
-19.1%
+54.9%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.5% | +1.1% | +0.7% |
| 7D | -1.2% | -8.0% | +6.8% | +0.4% |
| 30D | +1.1% | -2.7% | +3.8% | +1.6% |
| 3M | +4.8% | +16.6% | -11.8% | +0.9% |
| 6M | -10.6% | +10.4% | -20.9% | -12.8% |
| YTD | +3.4% | -12.1% | +15.5% | +8.2% |
| 1Y | +8.7% | -23.6% | +32.3% | +19.0% |
| All | +35.8% | -19.1% | +54.9% | +47.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling