-24.2%
ROP vs EFV
+27.7%
-51.9%
-39.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.1% | -1.1% | +0.2% |
| 7D | -4.6% | -0.8% | -3.8% | -4.7% |
| 30D | -1.7% | +0.6% | -2.3% | -1.6% |
| 3M | +17.1% | +7.5% | +9.5% | +18.3% |
| 6M | +10.9% | +13.0% | -2.2% | +11.8% |
| YTD | -12.1% | +18.3% | -30.4% | -12.2% |
| 1Y | -24.2% | +26.7% | -51.0% | -25.7% |
| All | -24.2% | +27.7% | -51.9% | -25.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling