-15.4%
ROP vs ET
+241.7%
-257.1%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.2% | -0.7% | -0.5% |
| 7D | -8.0% | +1.4% | -9.3% | -8.3% |
| 30D | -2.7% | +4.6% | -7.3% | -3.6% |
| 3M | +16.6% | +16.0% | +0.6% | +13.0% |
| 6M | +10.4% | +22.8% | -12.4% | +5.6% |
| YTD | -12.1% | +38.9% | -50.9% | -18.1% |
| 1Y | -23.6% | +34.1% | -57.7% | -28.4% |
| 3Y | -19.3% | +98.8% | -118.1% | -30.6% |
| 5Y | -15.4% | +246.8% | -262.2% | -30.7% |
| All | -15.4% | +241.7% | -257.1% | -30.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling