+82.1%
EWT vs ROP
-24.5%
+106.6%
-19.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.5% | -2.1% | -2.6% |
| 7D | -1.1% | -8.0% | +6.9% | -2.9% |
| 30D | +4.8% | -2.7% | +7.5% | +4.2% |
| 3M | +11.1% | +16.6% | -5.5% | +13.8% |
| 6M | +54.6% | +10.4% | +44.3% | +57.8% |
| YTD | +71.4% | -12.1% | +83.5% | +75.0% |
| 1Y | +82.1% | -23.6% | +105.7% | +89.1% |
| All | +82.1% | -24.5% | +106.6% | +89.1% |
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 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