-15.3%
ROP vs ELF
+239.6%
-254.9%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -4.9% | +2.0% | -2.5% |
| 7D | -5.4% | -1.2% | -4.3% | -5.3% |
| 30D | -1.6% | +5.9% | -7.6% | -2.1% |
| 3M | +18.8% | +99.5% | -80.7% | +12.4% |
| 6M | +8.2% | +26.5% | -18.3% | +5.7% |
| YTD | -10.5% | +37.2% | -47.7% | -13.3% |
| 1Y | -23.7% | -24.4% | +0.7% | -23.4% |
| 3Y | -17.9% | -23.3% | +5.5% | -21.5% |
| 5Y | -15.3% | +245.2% | -260.5% | -44.6% |
| All | -15.3% | +239.6% | -254.9% | -44.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling