-51.7%
FIG vs ROP
+10.4%
-62.1%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +3.9% | +1.3% | +1.6% |
| 7D | -4.7% | +11.7% | -16.4% | -14.1% |
| 30D | +0.5% | +35.5% | -34.9% | -25.0% |
| 3M | -18.4% | +25.6% | -44.0% | -34.2% |
| 6M | +10.9% | +39.3% | -28.4% | -19.6% |
| YTD | -40.8% | +11.6% | -52.4% | -52.9% |
| 1Y | -51.7% | +10.6% | -62.3% | -61.5% |
| All | -51.7% | +10.4% | -62.1% | -61.5% |
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