+184.4%
ROP vs EFX
+80.5%
+103.9%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.7% | -0.3% | +0.2% |
| 7D | +0.7% | -0.8% | +1.5% | +1.0% |
| 30D | +28.8% | +25.1% | +3.7% | +18.5% |
| 3M | +21.1% | +1.7% | +19.4% | +20.0% |
| 6M | +52.5% | +18.4% | +34.2% | +42.7% |
| YTD | +8.9% | -12.5% | +21.4% | +12.7% |
| 1Y | +8.2% | -8.1% | +16.3% | +10.0% |
| 3Y | -5.2% | +4.8% | -9.9% | -12.0% |
| 5Y | +1.7% | -30.1% | +31.8% | +7.3% |
| All | +184.4% | +80.5% | +103.9% | +99.9% |
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