+22.5%
ETR vs ROP
-24.5%
+47.1%
-10.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.5% | -0.9% | -1.4% |
| 7D | -1.9% | -8.0% | +6.1% | -3.0% |
| 30D | -0.2% | -2.7% | +2.5% | -0.5% |
| 3M | -3.7% | +16.6% | -20.3% | -1.7% |
| 6M | +2.1% | +10.4% | -8.3% | +4.0% |
| YTD | +16.5% | -12.1% | +28.5% | +19.3% |
| 1Y | +22.5% | -23.6% | +46.1% | +28.3% |
| All | +22.5% | -24.5% | +47.1% | +28.3% |
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