+229.5%
ROP vs ESI
+224.6%
+4.9%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +2.9% | -6.5% | -4.2% |
| 7D | -4.4% | +3.3% | -7.8% | -5.1% |
| 30D | +3.2% | -5.9% | +9.1% | +4.3% |
| 3M | +23.1% | -14.1% | +37.1% | +25.4% |
| 6M | +13.3% | +6.6% | +6.7% | +8.6% |
| YTD | -7.9% | +45.0% | -52.9% | -18.1% |
| 1Y | -22.1% | +41.5% | -63.5% | -30.6% |
| 3Y | -16.8% | +78.8% | -95.6% | -31.3% |
| 5Y | -13.5% | +70.9% | -84.4% | -29.1% |
| 10Y | +137.7% | +317.1% | -179.4% | +53.9% |
| All | +229.5% | +224.6% | +4.9% | +123.0% |
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