+3,421.6%
ETR vs ROP
+29,825.5%
-26,403.8%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.6% | -0.7% | -0.2% |
| 7D | +2.6% | +0.2% | +2.4% | +2.5% |
| 30D | +8.7% | +30.3% | -21.6% | +4.1% |
| 3M | +6.4% | +17.8% | -11.4% | +3.4% |
| 6M | +0.7% | +38.9% | -38.2% | -5.0% |
| YTD | +23.0% | +7.6% | +15.4% | +20.5% |
| 1Y | +17.9% | +6.5% | +11.4% | +15.6% |
| 3Y | +154.9% | -6.3% | +161.2% | +154.4% |
| 5Y | +157.3% | +0.9% | +156.3% | +152.8% |
| 10Y | +373.4% | +180.7% | +192.6% | +301.9% |
| All | +3,421.6% | +29,825.5% | -26,403.8% | +2,245.6% |
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 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