-15.9%
ROP vs EFX
-36.4%
+20.6%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.1% | +0.7% | -0.6% |
| 7D | -6.1% | -9.4% | +3.3% | -2.9% |
| 30D | -3.4% | -6.9% | +3.5% | -1.0% |
| 3M | +16.7% | +0.1% | +16.6% | +16.4% |
| 6M | +8.1% | -17.3% | +25.4% | +14.2% |
| YTD | -11.7% | -21.8% | +10.1% | -5.3% |
| 1Y | -24.2% | -32.5% | +8.3% | -15.3% |
| 3Y | -19.0% | -12.3% | -6.6% | -19.8% |
| 5Y | -15.9% | -36.6% | +20.8% | -8.3% |
| All | -15.9% | -36.4% | +20.6% | -8.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling