+1,078.8%
ROP vs ET
+1,435.0%
-356.2%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +0.3% | -3.8% | -3.6% |
| 7D | -4.4% | +0.9% | -5.3% | -4.6% |
| 30D | +3.2% | +7.5% | -4.2% | +1.5% |
| 3M | +23.1% | +11.4% | +11.6% | +20.0% |
| 6M | +13.3% | +18.5% | -5.2% | +8.8% |
| YTD | -7.9% | +37.4% | -45.2% | -14.5% |
| 1Y | -22.1% | +30.9% | -53.0% | -27.0% |
| 3Y | -16.8% | +98.7% | -115.5% | -29.7% |
| 5Y | -13.5% | +230.7% | -244.2% | -35.8% |
| 10Y | +137.7% | +175.6% | -37.9% | +69.3% |
| All | +1,078.8% | +1,435.0% | -356.2% | +151.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling