-80.3%
FIG vs ROP
-27.5%
-52.8%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | -2.9% | -2.8% | -3.0% |
| 7D | -16.4% | -5.4% | -10.9% | -11.7% |
| 30D | -2.3% | -1.6% | -0.7% | -0.3% |
| 3M | +7.8% | +18.8% | -11.0% | -7.8% |
| 6M | -21.8% | +8.2% | -30.1% | -28.0% |
| YTD | -39.1% | -10.5% | -28.6% | -37.8% |
| 1Y | -56.6% | -23.7% | -32.9% | -50.6% |
| All | -80.3% | -27.5% | -52.8% | -77.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling