-5.2%
ROP vs ED
+50.2%
-55.3%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.4% | -0.9% | +0.2% |
| 7D | +0.7% | +2.1% | -1.3% | +0.3% |
| 30D | +28.8% | +10.4% | +18.4% | +26.9% |
| 3M | +21.1% | +12.5% | +8.5% | +19.0% |
| 6M | +52.5% | +14.9% | +37.6% | +49.8% |
| YTD | +8.9% | +24.8% | -16.0% | +5.4% |
| 1Y | +8.2% | +23.8% | -15.6% | +4.9% |
| 3Y | -5.2% | +51.6% | -56.8% | -11.7% |
| All | -5.2% | +50.2% | -55.3% | -11.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling