+30,080.4%
ROP vs ES
+977.4%
+29,103.0%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.1% | -2.3% | -1.0% |
| 7D | +9.2% | +5.9% | +3.3% | +7.1% |
| 30D | +35.5% | +10.2% | +25.3% | +31.2% |
| 3M | +24.4% | +0.4% | +24.0% | +24.2% |
| 6M | +38.0% | +6.9% | +31.2% | +34.5% |
| YTD | +11.1% | +10.5% | +0.6% | +6.4% |
| 1Y | +10.9% | +3.2% | +7.7% | +8.3% |
| 3Y | -0.5% | +49.0% | -49.5% | -16.5% |
| 5Y | +4.5% | +4.5% | +0.1% | -1.3% |
| 10Y | +207.5% | +92.3% | +115.1% | +128.4% |
| All | +30,080.4% | +977.4% | +29,103.0% | +12,474.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling