+55.2%
EWT vs ROP
+10.4%
+44.8%
-19.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +3.9% | -5.1% | 0.0% |
| 7D | -10.9% | +11.7% | -22.6% | -7.7% |
| 30D | -17.7% | +35.5% | -53.2% | -9.9% |
| 3M | -5.0% | +25.6% | -30.7% | +2.2% |
| 6M | +7.4% | +39.3% | -31.9% | +18.7% |
| YTD | +52.8% | +11.6% | +41.2% | +67.8% |
| 1Y | +55.2% | +10.6% | +44.6% | +71.0% |
| All | +55.2% | +10.4% | +44.8% | +71.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling