+182.1%
ROP vs EAT
+321.8%
-139.7%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -4.1% | +4.7% | +1.1% |
| 7D | +0.2% | -5.9% | +6.1% | +0.9% |
| 30D | +30.3% | +0.7% | +29.7% | +30.0% |
| 3M | +17.8% | -14.2% | +32.0% | +19.4% |
| 6M | +38.9% | +40.7% | -1.8% | +32.5% |
| YTD | +7.6% | +36.0% | -28.4% | +2.4% |
| 1Y | +6.5% | +83.1% | -76.6% | -2.5% |
| 3Y | -6.3% | +474.8% | -481.1% | -27.3% |
| 5Y | +0.9% | +347.6% | -346.7% | -21.8% |
| All | +182.1% | +321.8% | -139.7% | +101.9% |
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