+3,321.4%
ETR vs ROP
+24,791.5%
-21,470.2%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -2.9% | +4.0% | +1.6% |
| 7D | +1.4% | -5.4% | +6.8% | +2.3% |
| 30D | +1.9% | -1.6% | +3.5% | +2.1% |
| 3M | +1.0% | +18.8% | -17.9% | -2.1% |
| 6M | +4.8% | +8.2% | -3.4% | +3.0% |
| YTD | +19.5% | -10.5% | +30.0% | +20.7% |
| 1Y | +28.1% | -23.7% | +51.9% | +32.7% |
| 3Y | +151.1% | -17.9% | +169.0% | +156.2% |
| 5Y | +125.2% | -15.3% | +140.5% | +127.7% |
| 10Y | +291.1% | +133.4% | +157.8% | +242.4% |
| All | +3,321.4% | +24,791.5% | -21,470.2% | +2,249.5% |
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