+24,936.4%
ROP vs EFX
+5,855.0%
+19,081.4%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -6.4% | +2.8% | -1.2% |
| 7D | -4.4% | -8.6% | +4.2% | -1.2% |
| 30D | +3.2% | +0.1% | +3.1% | +3.1% |
| 3M | +23.1% | +3.8% | +19.2% | +20.9% |
| 6M | +13.3% | -13.5% | +26.8% | +18.6% |
| YTD | -7.9% | -17.7% | +9.8% | -2.2% |
| 1Y | -22.1% | -25.6% | +3.5% | -14.6% |
| 3Y | -16.8% | -12.1% | -4.7% | -17.1% |
| 5Y | -13.5% | -33.8% | +20.3% | -6.8% |
| 10Y | +137.7% | +45.1% | +92.5% | +82.3% |
| All | +24,936.4% | +5,855.0% | +19,081.4% | +6,702.5% |
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