+7,328.4%
EW vs ROP
+3,252.5%
+4,075.9%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.9% | +4.2% | +2.3% |
| 7D | +11.0% | +2.1% | +8.9% | +10.2% |
| 30D | +19.1% | +32.9% | -13.8% | +7.9% |
| 3M | +14.4% | +20.3% | -6.0% | +6.9% |
| 6M | +22.8% | +36.8% | -14.0% | +9.4% |
| YTD | +19.8% | +8.1% | +11.7% | +14.9% |
| 1Y | +23.9% | +8.3% | +15.6% | +18.7% |
| 3Y | +52.2% | -3.2% | +55.5% | +49.7% |
| 5Y | -13.9% | +1.7% | -15.6% | -16.8% |
| 10Y | +241.9% | +199.2% | +42.7% | +138.1% |
| All | +7,328.4% | +3,252.5% | +4,075.9% | +2,696.3% |
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