+0.8%
ROP vs ESI
+28.5%
-27.6%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +1.9% | -4.8% | -3.2% |
| 7D | +2.1% | -8.5% | +10.7% | +3.2% |
| 30D | +32.9% | -15.7% | +48.6% | +35.5% |
| 3M | +20.3% | -18.2% | +38.6% | +23.0% |
| 6M | +36.8% | -28.8% | +65.6% | +41.7% |
| YTD | +8.1% | +26.3% | -18.2% | -4.7% |
| 1Y | +8.3% | +18.2% | -10.0% | -3.0% |
| 3Y | -3.2% | +68.1% | -71.4% | -25.0% |
| All | +0.8% | +28.5% | -27.6% | -17.8% |
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