+180.7%
ROP vs EL
+60.9%
+119.9%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.2% | +0.4% | +0.5% |
| 7D | +0.2% | +7.6% | -7.4% | -1.6% |
| 30D | +30.3% | +15.7% | +14.6% | +25.9% |
| 3M | +17.8% | +30.5% | -12.8% | +10.0% |
| 6M | +38.9% | +32.5% | +6.3% | +28.6% |
| YTD | +7.6% | +9.4% | -1.8% | +2.8% |
| 1Y | +6.5% | +28.4% | -21.9% | -2.6% |
| 3Y | -6.3% | +4.4% | -10.7% | -15.1% |
| 5Y | +0.9% | -64.5% | +65.4% | +30.8% |
| 10Y | +180.7% | +64.9% | +115.9% | +121.8% |
| All | +180.7% | +60.9% | +119.9% | +121.8% |
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