+5,890.2%
ROP vs EL
+1,845.6%
+4,044.6%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.8% | -3.9% | -1.8% |
| 7D | -1.6% | +8.0% | -9.7% | -3.8% |
| 30D | +29.5% | +15.4% | +14.1% | +24.4% |
| 3M | +17.5% | +28.5% | -11.0% | +8.9% |
| 6M | +38.1% | +32.2% | +5.8% | +26.1% |
| YTD | +7.0% | +9.2% | -2.2% | +1.2% |
| 1Y | +6.5% | +30.8% | -24.3% | -4.6% |
| 3Y | -5.5% | +3.7% | -9.2% | -15.5% |
| 5Y | -0.4% | -64.8% | +64.4% | +20.9% |
| 10Y | +183.6% | +60.0% | +123.6% | +107.3% |
| All | +5,890.2% | +1,845.6% | +4,044.6% | +2,186.3% |
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 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