-15.9%
ROP vs ED
+35.7%
-51.7%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -1.3% | -2.2% | -3.4% |
| 7D | -4.4% | -0.2% | -4.3% | -4.4% |
| 30D | +3.2% | -0.1% | +3.4% | +3.2% |
| 3M | +23.1% | +3.9% | +19.1% | +22.7% |
| 6M | +13.3% | -3.0% | +16.3% | +13.7% |
| YTD | -7.9% | +10.7% | -18.5% | -9.3% |
| 1Y | -22.1% | +13.3% | -35.4% | -23.6% |
| All | -15.9% | +35.7% | -51.7% | -21.0% |
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