-24.2%
ROP vs EL
+12.1%
-36.3%
-39.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.9% | +1.5% | -1.1% |
| 7D | -6.1% | -2.4% | -3.8% | -5.9% |
| 30D | -3.4% | +13.7% | -17.0% | -4.6% |
| 3M | +16.7% | +14.5% | +2.2% | +14.9% |
| 6M | +8.1% | +7.4% | +0.7% | +6.5% |
| YTD | -11.7% | -4.7% | -7.0% | -12.3% |
| 1Y | -24.2% | +12.9% | -37.2% | -26.3% |
| All | -24.2% | +12.1% | -36.3% | -26.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling