-11.8%
ROP vs ESI
+72.3%
-84.1%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +2.9% | -6.5% | -4.0% |
| 7D | -4.4% | +3.3% | -7.8% | -5.0% |
| 30D | +3.2% | -5.9% | +9.1% | +4.1% |
| 3M | +23.1% | -14.1% | +37.1% | +24.9% |
| 6M | +13.3% | +6.6% | +6.7% | +7.8% |
| YTD | -7.9% | +45.0% | -52.9% | -19.6% |
| 1Y | -22.1% | +41.5% | -63.5% | -31.9% |
| 3Y | -16.8% | +78.8% | -95.6% | -34.2% |
| All | -11.8% | +72.3% | -84.1% | -32.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling