+107.2%
FAST vs ROP
-13.6%
+120.8%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -3.6% | +4.3% | +2.5% |
| 7D | -0.4% | -4.4% | +4.1% | +1.8% |
| 30D | -0.8% | +3.2% | -4.0% | -2.5% |
| 3M | +5.8% | +23.1% | -17.3% | -5.4% |
| 6M | +8.0% | +13.3% | -5.3% | +0.3% |
| YTD | +25.6% | -7.9% | +33.5% | +31.1% |
| 1Y | +0.8% | -22.1% | +22.9% | +16.9% |
| 3Y | +86.1% | -16.8% | +102.9% | +102.1% |
| All | +107.2% | -13.6% | +120.8% | +110.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling