+502.6%
EWT vs ROP
+135.7%
+366.9%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.5% | -2.1% | -2.4% |
| 7D | -1.1% | -8.0% | +6.9% | +1.5% |
| 30D | +4.8% | -2.7% | +7.5% | +5.5% |
| 3M | +11.1% | +16.6% | -5.5% | +4.2% |
| 6M | +54.6% | +10.4% | +44.3% | +47.3% |
| YTD | +71.4% | -12.1% | +83.5% | +77.0% |
| 1Y | +82.1% | -23.6% | +105.7% | +98.4% |
| 3Y | +193.2% | -19.3% | +212.6% | +210.4% |
| 5Y | +146.1% | -15.4% | +161.5% | +152.2% |
| All | +502.6% | +135.7% | +366.9% | +300.9% |
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 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