+184.4%
ROP vs EFV
+163.3%
+21.0%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.4% | +0.1% | +0.2% |
| 7D | +0.7% | +2.5% | -1.8% | -1.1% |
| 30D | +28.8% | +2.9% | +25.9% | +26.2% |
| 3M | +21.1% | -1.4% | +22.5% | +22.0% |
| 6M | +52.5% | +5.5% | +47.0% | +46.1% |
| YTD | +8.9% | +16.1% | -7.2% | -3.6% |
| 1Y | +8.2% | +20.3% | -12.0% | -6.7% |
| 3Y | -5.2% | +90.4% | -95.6% | -42.8% |
| 5Y | +1.7% | +93.5% | -91.8% | -40.1% |
| All | +184.4% | +163.3% | +21.0% | +33.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EFV.
Daily Out/Under-Performance
Portfolio return minus EFV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFV 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 10y: compounded portfolio wealth divided by compounded EFV 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…
10y analysis · Full analysis span regression · 6 months rolling