+28,965.7%
ROP vs ED
+2,163.4%
+26,802.3%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.1% | -0.9% | -1.0% |
| 7D | -1.6% | -0.1% | -1.6% | -1.6% |
| 30D | +29.5% | +11.6% | +18.0% | +24.3% |
| 3M | +17.5% | +10.5% | +7.0% | +13.1% |
| 6M | +38.1% | +13.2% | +24.9% | +31.5% |
| YTD | +7.0% | +22.1% | -15.2% | -1.6% |
| 1Y | +6.5% | +24.2% | -17.6% | -2.7% |
| 3Y | -5.5% | +46.9% | -52.4% | -20.6% |
| 5Y | -0.4% | +80.8% | -81.2% | -23.7% |
| 10Y | +183.6% | +134.3% | +49.3% | +88.2% |
| All | +28,965.7% | +2,163.4% | +26,802.3% | +10,325.8% |
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 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