+1.3%
ROP vs EFV
+92.8%
-91.6%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.1% | +0.2% | +0.1% |
| 7D | -2.7% | +0.7% | -3.4% | -3.0% |
| 30D | +29.7% | +2.0% | +27.7% | +28.5% |
| 3M | +21.2% | -1.6% | +22.9% | +22.1% |
| 6M | +48.3% | +5.8% | +42.5% | +43.7% |
| YTD | +8.4% | +15.6% | -7.2% | -0.6% |
| 1Y | +6.0% | +19.0% | -13.0% | -4.4% |
| 3Y | -5.6% | +90.7% | -96.3% | -35.8% |
| 5Y | +1.3% | +92.8% | -91.5% | -33.8% |
| All | +1.3% | +92.8% | -91.6% | -33.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling