+133.4%
ROP vs ESI
+307.6%
-174.2%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +0.6% | -3.4% | -3.0% |
| 7D | -5.4% | +5.4% | -10.8% | -6.7% |
| 30D | -1.6% | -4.2% | +2.6% | -0.8% |
| 3M | +18.8% | -9.6% | +28.5% | +19.9% |
| 6M | +8.2% | +18.3% | -10.1% | -0.8% |
| YTD | -10.5% | +45.8% | -56.3% | -23.6% |
| 1Y | -23.7% | +39.2% | -62.9% | -34.4% |
| 3Y | -17.9% | +86.3% | -104.1% | -37.6% |
| 5Y | -15.3% | +76.2% | -91.6% | -36.2% |
| 10Y | +133.4% | +306.8% | -173.4% | +24.2% |
| All | +133.4% | +307.6% | -174.2% | +24.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ESI.
Daily Out/Under-Performance
Portfolio return minus ESI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESI 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 ESI 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