+29,339.2%
ROP vs EFX
+6,237.1%
+23,102.1%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +18.7% |
| 3M | +19.9% | +3.8% | +16.0% | +17.9% |
| 6M | +46.0% | +13.0% | +33.0% | +38.9% |
| YTD | +8.4% | -12.4% | +20.7% | +12.3% |
| 1Y | +8.8% | -10.4% | +19.2% | +11.7% |
| 3Y | -5.6% | +4.4% | -10.1% | -11.7% |
| 5Y | +3.0% | -28.9% | +31.9% | +8.2% |
| 10Y | +184.0% | +81.7% | +102.3% | +100.5% |
| All | +29,339.2% | +6,237.1% | +23,102.1% | +7,705.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling