+32,568.2%
FAST vs ROP
+29,884.4%
+2,683.9%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.9% | +3.1% | +1.2% |
| 7D | +2.1% | +2.1% | -0.1% | +1.3% |
| 30D | +6.9% | +32.9% | -26.0% | -3.5% |
| 3M | +4.8% | +20.0% | -15.2% | -2.2% |
| 6M | +19.8% | +36.4% | -16.6% | +6.3% |
| YTD | +34.9% | +7.8% | +27.1% | +29.0% |
| 1Y | +32.8% | +8.0% | +24.8% | +26.9% |
| 3Y | +93.7% | -3.5% | +97.2% | +91.9% |
| 5Y | +105.3% | +1.5% | +103.8% | +100.1% |
| 10Y | +595.4% | +198.5% | +396.9% | +376.9% |
| All | +32,568.2% | +29,884.4% | +2,683.9% | +9,280.0% |
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