+129.7%
ROP vs EFX
+41.8%
+88.0%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | 0.0% | -0.4% | -0.4% |
| 7D | -8.0% | -11.1% | +3.1% | -4.0% |
| 30D | -2.7% | -7.4% | +4.6% | -0.1% |
| 3M | +16.6% | +1.5% | +15.1% | +15.7% |
| 6M | +10.4% | -13.7% | +24.1% | +15.5% |
| YTD | -12.1% | -21.9% | +9.8% | -5.0% |
| 1Y | -23.6% | -30.8% | +7.2% | -14.3% |
| 3Y | -19.3% | -12.4% | -7.0% | -20.0% |
| 5Y | -15.4% | -35.9% | +20.6% | -8.0% |
| All | +129.7% | +41.8% | +88.0% | +78.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EFX.
Daily Out/Under-Performance
Portfolio return minus EFX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFX 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 EFX 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