+24,936.4%
ROP vs ED
+1,951.2%
+22,985.2%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -1.3% | -2.2% | -3.0% |
| 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% | +21.1% |
| 6M | +13.3% | -3.0% | +16.3% | +14.3% |
| YTD | -7.9% | +10.7% | -18.5% | -12.0% |
| 1Y | -22.1% | +13.3% | -35.4% | -26.4% |
| 3Y | -16.8% | +34.5% | -51.3% | -27.8% |
| 5Y | -13.5% | +67.1% | -80.7% | -32.0% |
| 10Y | +137.7% | +103.0% | +34.6% | +66.6% |
| All | +24,936.4% | +1,951.2% | +22,985.2% | +9,220.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling