+1,324.7%
ROP vs EFV
+248.4%
+1,076.3%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | 0.0% | +0.7% | +0.7% |
| 7D | -2.9% | -1.0% | -2.0% | -2.3% |
| 30D | +30.1% | +3.1% | +27.0% | +26.9% |
| 3M | +19.9% | -1.2% | +21.1% | +20.8% |
| 6M | +46.0% | +5.6% | +40.4% | +38.9% |
| YTD | +8.4% | +15.8% | -7.5% | -5.1% |
| 1Y | +8.8% | +20.0% | -11.2% | -7.5% |
| 3Y | -5.6% | +91.0% | -96.6% | -45.2% |
| 5Y | +3.0% | +93.7% | -90.6% | -41.8% |
| 10Y | +184.0% | +160.9% | +23.1% | +23.6% |
| All | +1,324.7% | +248.4% | +1,076.3% | +360.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling