+6,438.2%
EW vs ROP
+2,757.7%
+3,680.5%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -3.6% | +3.7% | +1.3% |
| 7D | -0.3% | -4.4% | +4.1% | +1.1% |
| 30D | +1.0% | +3.2% | -2.2% | -0.1% |
| 3M | +2.8% | +23.1% | -20.3% | -4.6% |
| 6M | +5.5% | +13.3% | -7.8% | +0.3% |
| YTD | +5.5% | -7.9% | +13.3% | +7.1% |
| 1Y | +11.0% | -22.1% | +33.1% | +19.2% |
| 3Y | +17.7% | -16.8% | +34.5% | +22.3% |
| 5Y | -25.7% | -13.5% | -12.2% | -23.9% |
| 10Y | +132.8% | +137.7% | -4.9% | +75.2% |
| All | +6,438.2% | +2,757.7% | +3,680.5% | +2,506.9% |
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