+29,197.7%
ROP vs ES
+946.2%
+28,251.5%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -2.9% | 0.0% | -1.9% |
| 7D | +2.1% | +1.9% | +0.3% | +1.5% |
| 30D | +32.9% | +7.1% | +25.9% | +29.9% |
| 3M | +20.0% | -1.9% | +22.0% | +20.8% |
| 6M | +36.4% | +4.4% | +32.1% | +34.0% |
| YTD | +7.8% | +7.3% | +0.5% | +4.4% |
| 1Y | +8.0% | +2.1% | +5.9% | +5.8% |
| 3Y | -3.5% | +41.8% | -45.3% | -17.6% |
| 5Y | +1.5% | +1.4% | 0.0% | -3.2% |
| 10Y | +198.5% | +86.8% | +111.7% | +124.0% |
| All | +29,197.7% | +946.2% | +28,251.5% | +12,231.7% |
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