+1,111.7%
ROP vs EFV
+258.8%
+852.8%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.1% | -3.4% | -3.5% |
| 7D | -4.4% | +1.5% | -5.9% | -5.5% |
| 30D | +3.2% | +1.7% | +1.5% | +1.8% |
| 3M | +23.1% | +8.6% | +14.4% | +14.9% |
| 6M | +13.3% | +11.7% | +1.6% | +2.8% |
| YTD | -7.9% | +19.3% | -27.1% | -21.0% |
| 1Y | -22.1% | +30.2% | -52.3% | -37.8% |
| 3Y | -16.8% | +91.6% | -108.4% | -51.7% |
| 5Y | -13.5% | +96.4% | -109.9% | -51.6% |
| 10Y | +137.7% | +166.5% | -28.8% | +2.0% |
| All | +1,111.7% | +258.8% | +852.8% | +283.9% |
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