+32,512.8%
FAST vs ROP
+30,787.8%
+1,725.0%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.3% | -0.3% | -0.5% |
| 7D | +0.7% | +9.2% | -8.5% | -2.4% |
| 30D | +4.6% | +35.5% | -30.9% | -6.2% |
| 3M | +6.4% | +24.4% | -18.1% | -2.0% |
| 6M | +20.6% | +38.0% | -17.4% | +6.6% |
| YTD | +34.7% | +11.1% | +23.6% | +27.5% |
| 1Y | +29.7% | +10.9% | +18.8% | +22.8% |
| 3Y | +89.9% | -0.5% | +90.4% | +86.2% |
| 5Y | +105.0% | +4.5% | +100.4% | +97.7% |
| 10Y | +594.2% | +207.5% | +386.7% | +371.3% |
| All | +32,512.8% | +30,787.8% | +1,725.0% | +9,170.0% |
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