-14.6%
EW vs ROP
+1.1%
-15.7%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.9% | +4.2% | +2.4% |
| 7D | +11.0% | +2.1% | +8.9% | +10.1% |
| 30D | +19.1% | +32.9% | -13.8% | +6.3% |
| 3M | +14.4% | +20.0% | -5.7% | +6.0% |
| 6M | +22.8% | +36.4% | -13.6% | +7.2% |
| YTD | +19.8% | +7.8% | +12.0% | +16.2% |
| 1Y | +23.9% | +8.0% | +15.9% | +20.0% |
| 3Y | +52.2% | -3.5% | +55.7% | +49.2% |
| All | -14.6% | +1.1% | -15.7% | -19.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling