+3.0%
ROP vs EFX
-29.6%
+32.6%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.1% | +0.6% | +0.6% |
| 7D | -2.9% | -2.0% | -1.0% | -2.2% |
| 30D | +30.1% | +27.9% | +2.2% | +19.4% |
| 3M | +19.9% | +3.8% | +16.0% | +18.0% |
| 6M | +46.0% | +13.0% | +33.0% | +39.4% |
| YTD | +8.4% | -12.4% | +20.7% | +11.5% |
| 1Y | +8.8% | -10.4% | +19.2% | +11.1% |
| 3Y | -5.6% | +4.4% | -10.1% | -12.4% |
| 5Y | +3.0% | -28.9% | +31.9% | +9.3% |
| All | +3.0% | -29.6% | +32.6% | +9.3% |
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