+184.4%
ROP vs EL
+62.2%
+122.2%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.1% | -0.7% | +0.2% |
| 7D | +0.7% | +1.5% | -0.8% | +0.3% |
| 30D | +28.8% | +10.0% | +18.8% | +25.8% |
| 3M | +21.1% | +28.4% | -7.4% | +13.5% |
| 6M | +52.5% | +37.1% | +15.5% | +40.1% |
| YTD | +8.9% | +7.8% | +1.0% | +4.4% |
| 1Y | +8.2% | +26.0% | -17.8% | -0.6% |
| 3Y | -5.2% | +3.8% | -9.0% | -14.1% |
| 5Y | +1.7% | -65.2% | +66.9% | +32.5% |
| All | +184.4% | +62.2% | +122.2% | +124.4% |
Cumulative growth
Daily Returns
Daily percentage return beside EL.
Daily Out/Under-Performance
Portfolio return minus EL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EL 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 10y: compounded portfolio wealth divided by compounded EL 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…
10y analysis · Full analysis span regression · 6 months rolling