+502.5%
EWT vs ROP
+3,213.5%
-2,711.0%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.4% | -0.3% | -0.1% |
| 7D | +9.1% | +0.7% | +8.4% | +8.8% |
| 30D | -12.2% | +28.8% | -41.0% | -22.0% |
| 3M | -9.4% | +21.1% | -30.5% | -17.7% |
| 6M | +2.7% | +52.5% | -49.9% | -17.2% |
| YTD | +53.3% | +8.9% | +44.4% | +42.1% |
| 1Y | +59.2% | +8.2% | +50.9% | +47.9% |
| 3Y | +157.1% | -5.2% | +162.3% | +150.9% |
| 5Y | +119.6% | +1.7% | +117.9% | +104.6% |
| 10Y | +446.9% | +185.4% | +261.5% | +197.3% |
| All | +502.5% | +3,213.5% | -2,711.0% | +15.2% |
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