-17.9%
ROP vs EFX
-12.5%
-5.4%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -3.1% | +0.2% | -1.9% |
| 7D | -5.4% | -7.8% | +2.4% | -3.0% |
| 30D | -1.6% | -5.7% | +4.1% | +0.2% |
| 3M | +18.8% | +2.5% | +16.3% | +17.8% |
| 6M | +8.2% | -16.7% | +24.9% | +13.2% |
| YTD | -10.5% | -20.2% | +9.7% | -5.6% |
| 1Y | -23.7% | -31.4% | +7.6% | -16.7% |
| 3Y | -17.9% | -10.5% | -7.4% | -15.1% |
| All | -17.9% | -12.5% | -5.4% | -15.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling