+143.8%
FITB vs ROP
-5.7%
+149.5%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -1.0% | +3.5% | +2.8% |
| 7D | -1.1% | -1.6% | +0.5% | -0.6% |
| 30D | +7.3% | +29.5% | -22.2% | -1.1% |
| 3M | -4.0% | +17.5% | -21.5% | -8.9% |
| 6M | +11.9% | +38.1% | -26.2% | -0.4% |
| YTD | +19.0% | +7.0% | +12.0% | +18.6% |
| 1Y | +31.0% | +6.5% | +24.5% | +30.9% |
| 3Y | +143.8% | -5.5% | +149.3% | +154.5% |
| All | +143.8% | -5.7% | +149.5% | +154.5% |
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 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