+24,936.4%
ROP vs EAT
+4,217.1%
+20,719.3%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +0.6% | -4.2% | -3.7% |
| 7D | -4.4% | 0.0% | -4.5% | -4.5% |
| 30D | +3.2% | +1.9% | +1.4% | +2.6% |
| 3M | +23.1% | +68.7% | -45.6% | +11.1% |
| 6M | +13.3% | +66.9% | -53.6% | +1.6% |
| YTD | -7.9% | +60.4% | -68.3% | -17.1% |
| 1Y | -22.1% | +44.0% | -66.1% | -28.8% |
| 3Y | -16.8% | +604.7% | -621.5% | -46.3% |
| 5Y | -13.5% | +347.0% | -360.6% | -41.9% |
| 10Y | +137.7% | +390.8% | -253.1% | +32.3% |
| All | +24,936.4% | +4,217.1% | +20,719.3% | +7,314.0% |
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 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