+30,324.1%
FAST vs ROP
+25,523.2%
+4,800.9%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -3.6% | +4.3% | +2.0% |
| 7D | -0.4% | -4.4% | +4.1% | +1.2% |
| 30D | -0.8% | +3.2% | -4.0% | -2.0% |
| 3M | +5.8% | +23.1% | -17.3% | -2.0% |
| 6M | +8.0% | +13.3% | -5.3% | +2.5% |
| YTD | +25.6% | -7.9% | +33.5% | +27.5% |
| 1Y | +0.8% | -22.1% | +22.9% | +8.3% |
| 3Y | +86.1% | -16.8% | +102.9% | +95.0% |
| 5Y | +100.2% | -13.5% | +113.7% | +107.3% |
| 10Y | +494.2% | +137.7% | +356.5% | +342.0% |
| All | +30,324.1% | +25,523.2% | +4,800.9% | +9,168.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling