-24.2%
ROP vs ET
+33.4%
-57.7%
-39.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.8% | +0.8% | 0.0% |
| 7D | -4.6% | +0.2% | -4.8% | -4.6% |
| 30D | -1.7% | +2.9% | -4.6% | -1.7% |
| 3M | +17.1% | +16.8% | +0.3% | +17.5% |
| 6M | +10.9% | +18.9% | -8.0% | +11.7% |
| YTD | -12.1% | +37.7% | -49.8% | -9.0% |
| 1Y | -24.2% | +32.4% | -56.7% | -22.2% |
| All | -24.2% | +33.4% | -57.7% | -22.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ET.
Daily Out/Under-Performance
Portfolio return minus ET return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ET 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 1y: compounded portfolio wealth divided by compounded ET 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…
1y analysis · Full analysis span regression · 6 months rolling