+282.5%
ROP vs ESI
+197.1%
+85.4%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +5.1% | -6.2% | -2.0% |
| 7D | -1.6% | -3.5% | +1.8% | -1.2% |
| 30D | +29.5% | -9.3% | +38.8% | +31.3% |
| 3M | +17.5% | -12.8% | +30.3% | +19.6% |
| 6M | +38.1% | -24.6% | +62.7% | +42.9% |
| YTD | +7.0% | +32.7% | -25.8% | -4.1% |
| 1Y | +6.5% | +20.3% | -13.8% | -2.4% |
| 3Y | -5.5% | +80.2% | -85.7% | -23.0% |
| 5Y | -0.4% | +40.0% | -40.3% | -15.3% |
| 10Y | +183.6% | +310.8% | -127.2% | +83.9% |
| All | +282.5% | +197.1% | +85.4% | +161.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling