+5,059.8%
ROP vs EL
+1,685.7%
+3,374.1%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +3.0% | -6.5% | -4.4% |
| 7D | -4.4% | +0.8% | -5.2% | -4.7% |
| 30D | +3.2% | +19.8% | -16.6% | -2.2% |
| 3M | +23.1% | +25.7% | -2.7% | +14.8% |
| 6M | +13.3% | +5.4% | +7.9% | +9.7% |
| YTD | -7.9% | +0.2% | -8.1% | -10.5% |
| 1Y | -22.1% | +20.4% | -42.5% | -28.7% |
| 3Y | -16.8% | -32.1% | +15.3% | -15.9% |
| 5Y | -13.5% | -67.2% | +53.7% | +7.0% |
| 10Y | +137.7% | +31.7% | +105.9% | +84.3% |
| All | +5,059.8% | +1,685.7% | +3,374.1% | +1,922.0% |
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