-83.7%
FIG vs ROP
-12.5%
-71.2%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -2.9% | +4.9% | +4.6% |
| 7D | -13.1% | +2.1% | -15.3% | -14.8% |
| 30D | -13.0% | +32.9% | -45.9% | -33.7% |
| 3M | -21.5% | +20.3% | -41.9% | -34.0% |
| 6M | -2.5% | +36.8% | -39.2% | -27.6% |
| YTD | -49.7% | +8.1% | -57.8% | -57.1% |
| 1Y | -59.1% | +8.3% | -67.4% | -65.2% |
| All | -83.7% | -12.5% | -71.2% | -84.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling