+137.7%
ROP vs ELF
+357.0%
-219.2%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +2.1% | -5.7% | -3.8% |
| 7D | -4.4% | +5.4% | -9.8% | -5.0% |
| 30D | +3.2% | +27.0% | -23.7% | +0.7% |
| 3M | +23.1% | +113.2% | -90.1% | +13.6% |
| 6M | +13.3% | +36.6% | -23.3% | +9.0% |
| YTD | -7.9% | +44.2% | -52.1% | -12.2% |
| 1Y | -22.1% | -18.0% | -4.1% | -22.2% |
| 3Y | -16.8% | -19.9% | +3.1% | -20.9% |
| 5Y | -13.5% | +257.7% | -271.2% | -35.1% |
| All | +137.7% | +357.0% | -219.2% | +57.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling