+127.8%
ROP vs ELF
+317.0%
-189.2%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -4.1% | +2.7% | -0.9% |
| 7D | -6.1% | -6.8% | +0.7% | -5.5% |
| 30D | -3.4% | +5.1% | -8.4% | -3.9% |
| 3M | +16.7% | +79.8% | -63.1% | +9.6% |
| 6M | +8.1% | +29.7% | -21.7% | +4.5% |
| YTD | -11.7% | +31.6% | -43.3% | -15.0% |
| 1Y | -24.2% | -27.9% | +3.7% | -23.4% |
| 3Y | -19.0% | -26.4% | +7.5% | -22.3% |
| 5Y | -15.9% | +235.6% | -251.5% | -36.5% |
| All | +127.8% | +317.0% | -189.2% | +52.2% |
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