+29,271.4%
ROP vs EAT
+3,773.6%
+25,497.8%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -2.9% | -0.1% | -2.4% |
| 7D | +2.1% | -2.6% | +4.8% | +2.6% |
| 30D | +32.9% | +11.5% | +21.4% | +29.9% |
| 3M | +20.3% | -9.1% | +29.4% | +21.6% |
| 6M | +36.8% | +40.4% | -3.7% | +26.9% |
| YTD | +8.1% | +43.9% | -35.8% | -1.2% |
| 1Y | +8.3% | +101.9% | -93.7% | -7.5% |
| 3Y | -3.2% | +489.9% | -493.1% | -35.5% |
| 5Y | +1.7% | +362.6% | -360.9% | -32.3% |
| 10Y | +199.2% | +385.7% | -186.5% | +65.5% |
| All | +29,271.4% | +3,773.6% | +25,497.8% | +8,736.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling