+31.6%
FAST vs ROP
+10.4%
+21.2%
-11.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +3.9% | -2.3% | +1.3% |
| 7D | +3.4% | +11.7% | -8.3% | +2.3% |
| 30D | +5.5% | +35.5% | -30.0% | +2.3% |
| 3M | +7.6% | +25.6% | -18.1% | +5.1% |
| 6M | +19.8% | +39.3% | -19.4% | +16.2% |
| YTD | +35.5% | +11.6% | +23.8% | +31.7% |
| 1Y | +31.6% | +10.6% | +21.0% | +28.5% |
| All | +31.6% | +10.4% | +21.2% | +28.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ROP.
Daily Out/Under-Performance
Portfolio return minus ROP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROP 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 ROP 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