+183.6%
ROP vs ES
+82.6%
+101.0%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.5% | -0.5% | -0.9% |
| 7D | -1.6% | -0.1% | -1.6% | -1.6% |
| 30D | +29.5% | +5.7% | +23.8% | +27.3% |
| 3M | +17.5% | -2.8% | +20.3% | +18.6% |
| 6M | +38.1% | +7.0% | +31.1% | +34.7% |
| YTD | +7.0% | +6.8% | +0.2% | +3.8% |
| 1Y | +6.5% | -0.5% | +7.0% | +5.4% |
| 3Y | -5.5% | +47.2% | -52.7% | -21.3% |
| 5Y | -0.4% | +2.3% | -2.6% | -4.6% |
| 10Y | +183.6% | +85.6% | +97.9% | +145.3% |
| All | +183.6% | +82.6% | +101.0% | +145.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling