+594.1%
EWT vs ROP
+2,704.6%
-2,110.5%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -3.6% | +5.4% | +3.4% |
| 7D | +4.0% | -4.4% | +8.4% | +6.0% |
| 30D | +10.3% | +3.2% | +7.1% | +8.6% |
| 3M | +6.1% | +23.1% | -17.0% | -4.8% |
| 6M | +56.6% | +13.3% | +43.3% | +45.1% |
| YTD | +76.6% | -7.9% | +84.4% | +78.0% |
| 1Y | +97.9% | -22.1% | +119.9% | +114.6% |
| 3Y | +198.0% | -16.8% | +214.8% | +210.8% |
| 5Y | +151.8% | -13.5% | +165.3% | +154.1% |
| 10Y | +514.1% | +137.7% | +376.4% | +265.4% |
| All | +594.1% | +2,704.6% | -2,110.5% | +44.3% |
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