+286.5%
ROP vs ESI
+182.6%
+103.9%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +1.9% | -4.8% | -3.3% |
| 7D | +2.1% | -8.5% | +10.7% | +3.8% |
| 30D | +32.9% | -15.7% | +48.6% | +36.7% |
| 3M | +20.3% | -18.2% | +38.6% | +24.0% |
| 6M | +36.8% | -28.8% | +65.6% | +43.2% |
| YTD | +8.1% | +26.3% | -18.2% | -2.1% |
| 1Y | +8.3% | +18.2% | -10.0% | -0.6% |
| 3Y | -3.2% | +68.1% | -71.4% | -20.0% |
| 5Y | +1.7% | +28.8% | -27.1% | -12.0% |
| 10Y | +199.2% | +329.8% | -130.6% | +93.8% |
| All | +286.5% | +182.6% | +103.9% | +166.7% |
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