+129.7%
ROP vs EFV
+167.0%
-37.3%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.3% | -0.2% | -0.3% |
| 7D | -8.0% | -2.0% | -6.0% | -6.7% |
| 30D | -2.7% | -0.2% | -2.5% | -2.6% |
| 3M | +16.6% | +9.1% | +7.5% | +9.4% |
| 6M | +10.4% | +11.7% | -1.3% | +1.2% |
| YTD | -12.1% | +17.0% | -29.1% | -22.5% |
| 1Y | -23.6% | +26.7% | -50.3% | -36.6% |
| 3Y | -19.3% | +90.2% | -109.5% | -51.2% |
| 5Y | -15.4% | +96.1% | -111.5% | -50.6% |
| All | +129.7% | +167.0% | -37.3% | +3.6% |
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