-24.2%
ROP vs ELF
-27.0%
+2.8%
-39.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -4.1% | +2.7% | -1.1% |
| 7D | -6.1% | -6.8% | +0.7% | -5.7% |
| 30D | -3.4% | +5.1% | -8.4% | -3.7% |
| 3M | +16.7% | +79.8% | -63.1% | +13.0% |
| 6M | +8.1% | +29.7% | -21.7% | +6.1% |
| YTD | -11.7% | +31.6% | -43.3% | -13.2% |
| 1Y | -24.2% | -27.9% | +3.7% | -24.5% |
| All | -24.2% | -27.0% | +2.8% | -24.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling