+199.8%
EWT vs ROP
-18.8%
+218.6%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.3% | +1.5% | +0.3% |
| 7D | +2.1% | -6.1% | +8.2% | +2.7% |
| 30D | +9.4% | -3.4% | +12.7% | +9.6% |
| 3M | +10.9% | +16.7% | -5.8% | +7.6% |
| 6M | +57.9% | +8.1% | +49.9% | +55.8% |
| YTD | +75.9% | -11.7% | +87.6% | +85.5% |
| 1Y | +89.7% | -24.2% | +113.9% | +112.7% |
| All | +199.8% | -18.8% | +218.6% | +220.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling