+5,953.2%
ROP vs EL
+1,792.3%
+4,160.8%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +2.2% | -5.2% | -3.5% |
| 7D | +2.1% | +0.8% | +1.4% | +1.8% |
| 30D | +32.9% | +16.5% | +16.4% | +27.3% |
| 3M | +20.3% | +29.2% | -8.8% | +11.3% |
| 6M | +36.8% | +27.9% | +8.8% | +26.1% |
| YTD | +8.1% | +6.2% | +1.9% | +3.1% |
| 1Y | +8.3% | +27.2% | -18.9% | -2.3% |
| 3Y | -3.2% | +3.2% | -6.5% | -13.4% |
| 5Y | +1.7% | -66.0% | +67.7% | +24.7% |
| 10Y | +199.2% | +58.3% | +140.9% | +119.3% |
| All | +5,953.2% | +1,792.3% | +4,160.8% | +2,228.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling