+135.7%
ROP vs EAT
+370.1%
-234.4%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -3.2% | +1.9% | -1.0% |
| 7D | -6.1% | -6.8% | +0.7% | -5.3% |
| 30D | -3.4% | -5.4% | +2.0% | -2.9% |
| 3M | +16.7% | +42.8% | -26.1% | +11.5% |
| 6M | +8.1% | +56.5% | -48.4% | +1.6% |
| YTD | -11.7% | +50.0% | -61.7% | -16.7% |
| 1Y | -24.2% | +38.3% | -62.5% | -28.1% |
| 3Y | -19.0% | +591.6% | -610.6% | -38.6% |
| 5Y | -15.9% | +312.6% | -328.5% | -34.1% |
| 10Y | +135.7% | +381.4% | -245.8% | +67.0% |
| All | +135.7% | +370.1% | -234.4% | +67.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EAT.
Daily Out/Under-Performance
Portfolio return minus EAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EAT 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 EAT 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