+10.6%
ROP vs ES
-1.6%
+12.2%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +2.1% | +1.9% | +3.8% |
| 7D | +11.7% | +5.3% | +6.4% | +11.5% |
| 30D | +35.5% | +8.9% | +26.5% | +35.1% |
| 3M | +25.6% | -1.9% | +27.6% | +24.7% |
| 6M | +39.3% | +3.9% | +35.4% | +39.4% |
| YTD | +11.6% | +8.3% | +3.4% | +12.0% |
| 1Y | +10.6% | -0.1% | +10.7% | +11.1% |
| All | +10.6% | -1.6% | +12.2% | +11.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ES.
Daily Out/Under-Performance
Portfolio return minus ES return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ES 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 ES 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