+135.7%
ROP vs EL
+28.8%
+106.8%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.9% | +1.5% | -0.7% |
| 7D | -6.1% | -2.4% | -3.8% | -5.6% |
| 30D | -3.4% | +13.7% | -17.0% | -6.5% |
| 3M | +16.7% | +14.5% | +2.2% | +12.5% |
| 6M | +8.1% | +7.4% | +0.7% | +4.8% |
| YTD | -11.7% | -4.7% | -7.0% | -12.7% |
| 1Y | -24.2% | +12.9% | -37.2% | -28.7% |
| 3Y | -19.0% | -32.2% | +13.3% | -16.7% |
| 5Y | -15.9% | -68.4% | +52.5% | +11.5% |
| 10Y | +135.7% | +28.3% | +107.4% | +96.4% |
| All | +135.7% | +28.8% | +106.8% | +96.4% |
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