+236.1%
EW vs ROP
+185.1%
+51.0%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.6% | -1.3% | -1.0% |
| 7D | +9.3% | +0.2% | +9.1% | +9.1% |
| 30D | +22.1% | +30.3% | -8.3% | +6.2% |
| 3M | +13.0% | +17.8% | -4.8% | +3.2% |
| 6M | +30.1% | +38.9% | -8.8% | +7.9% |
| YTD | +22.0% | +7.6% | +14.4% | +15.2% |
| 1Y | +23.7% | +6.5% | +17.2% | +17.5% |
| 3Y | +62.0% | -6.3% | +68.3% | +60.6% |
| 5Y | -12.4% | +0.9% | -13.4% | -17.9% |
| 10Y | +236.1% | +180.7% | +55.3% | +90.5% |
| All | +236.1% | +185.1% | +51.0% | +90.5% |
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 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