+184.4%
ROP vs ELF
+332.6%
-148.3%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +3.9% | -3.5% | 0.0% |
| 7D | +0.7% | +1.6% | -0.9% | +0.5% |
| 30D | +28.8% | +9.1% | +19.7% | +27.6% |
| 3M | +21.1% | +28.2% | -7.1% | +17.8% |
| 6M | +52.5% | +119.5% | -67.0% | +40.0% |
| YTD | +8.9% | +55.2% | -46.3% | +2.9% |
| 1Y | +8.2% | +58.6% | -50.4% | +1.9% |
| 3Y | -5.2% | +21.3% | -26.4% | -14.4% |
| 5Y | +1.7% | +276.2% | -274.5% | -24.3% |
| All | +184.4% | +332.6% | -148.3% | +87.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ELF.
Daily Out/Under-Performance
Portfolio return minus ELF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELF 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 ELF 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