+178.9%
ROP vs ELF
+383.9%
-205.0%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +5.7% | -8.7% | -3.5% |
| 7D | +2.1% | +4.0% | -1.8% | +1.7% |
| 30D | +32.9% | +10.6% | +22.3% | +31.5% |
| 3M | +20.3% | +25.8% | -5.5% | +17.4% |
| 6M | +36.8% | +89.1% | -52.3% | +27.5% |
| YTD | +8.1% | +52.7% | -44.6% | +2.4% |
| 1Y | +8.3% | +51.7% | -43.5% | +2.4% |
| 3Y | -3.2% | +14.2% | -17.5% | -11.9% |
| 5Y | +1.7% | +270.7% | -269.0% | -23.9% |
| 10Y | +199.2% | +341.9% | -142.7% | +96.7% |
| All | +178.9% | +383.9% | -205.0% | +83.3% |
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