+184.0%
ROP vs ES
+92.3%
+91.7%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.3% | -0.6% | +0.2% |
| 7D | -2.9% | +0.1% | -3.1% | -3.0% |
| 30D | +30.1% | +6.7% | +23.3% | +27.4% |
| 3M | +19.9% | +0.3% | +19.5% | +19.7% |
| 6M | +46.0% | +7.4% | +38.6% | +42.2% |
| YTD | +8.4% | +8.4% | 0.0% | +4.6% |
| 1Y | +8.8% | +0.6% | +8.2% | +7.3% |
| 3Y | -5.6% | +50.6% | -56.3% | -22.1% |
| 5Y | +3.0% | +4.8% | -1.8% | -2.3% |
| 10Y | +184.0% | +93.1% | +90.9% | +142.3% |
| All | +184.0% | +92.3% | +91.7% | +142.3% |
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