+45.0%
ROP vs ESTC
+31.2%
+13.8%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -4.5% | +0.9% | -2.9% |
| 7D | -4.4% | -8.1% | +3.7% | -3.3% |
| 30D | +3.2% | +31.7% | -28.5% | -1.4% |
| 3M | +23.1% | +41.1% | -18.0% | +16.1% |
| 6M | +13.3% | +77.1% | -63.8% | +3.0% |
| YTD | -7.9% | +21.7% | -29.6% | -11.9% |
| 1Y | -22.1% | +8.4% | -30.4% | -24.7% |
| 3Y | -16.8% | +23.6% | -40.4% | -24.7% |
| 5Y | -13.5% | -46.5% | +32.9% | -14.6% |
| All | +45.0% | +31.2% | +13.8% | +2.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ESTC.
Daily Out/Under-Performance
Portfolio return minus ESTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESTC 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 ESTC 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