+121.7%
EW vs ROP
+134.1%
-12.4%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -2.9% | -0.7% | -2.0% |
| 7D | -4.4% | -5.4% | +1.0% | -1.7% |
| 30D | -3.3% | -1.6% | -1.7% | -2.7% |
| 3M | +1.0% | +18.8% | -17.8% | -8.7% |
| 6M | +6.2% | +8.2% | -2.0% | +0.5% |
| YTD | +1.7% | -10.5% | +12.2% | +6.2% |
| 1Y | +8.1% | -23.7% | +31.9% | +23.4% |
| 3Y | +17.1% | -17.9% | +34.9% | +24.0% |
| 5Y | -29.4% | -15.3% | -14.0% | -27.2% |
| 10Y | +121.7% | +133.4% | -11.7% | +20.4% |
| All | +121.7% | +134.1% | -12.4% | +20.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling