-23.7%
ROP vs ED
+14.2%
-38.0%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +0.9% | -3.8% | -2.8% |
| 7D | -5.4% | +0.5% | -5.9% | -5.4% |
| 30D | -1.6% | +1.1% | -2.7% | -1.6% |
| 3M | +18.8% | +4.6% | +14.2% | +20.0% |
| 6M | +8.2% | -2.0% | +10.2% | +8.1% |
| YTD | -10.5% | +11.7% | -22.2% | -10.7% |
| 1Y | -23.7% | +15.7% | -39.5% | -24.8% |
| All | -23.7% | +14.2% | -38.0% | -24.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ED.
Daily Out/Under-Performance
Portfolio return minus ED return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ED 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 1y: compounded portfolio wealth divided by compounded ED 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…
1y analysis · Full analysis span regression · 6 months rolling