+24,936.4%
ROP vs ES
+952.0%
+23,984.4%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.6% | -3.0% | -3.4% |
| 7D | -4.4% | +0.3% | -4.7% | -4.5% |
| 30D | +3.2% | -2.0% | +5.2% | +3.9% |
| 3M | +23.1% | +1.7% | +21.4% | +22.2% |
| 6M | +13.3% | -3.5% | +16.8% | +14.2% |
| YTD | -7.9% | +7.9% | -15.8% | -11.0% |
| 1Y | -22.1% | +17.2% | -39.2% | -27.4% |
| 3Y | -16.8% | +29.3% | -46.1% | -26.8% |
| 5Y | -13.5% | -5.7% | -7.8% | -15.4% |
| 10Y | +137.7% | +85.2% | +52.5% | +78.8% |
| All | +24,936.4% | +952.0% | +23,984.4% | +10,416.5% |
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