+72.2%
FITB vs ROP
-11.7%
+83.9%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -3.6% | +3.4% | +1.3% |
| 7D | +0.6% | -4.4% | +5.0% | +2.5% |
| 30D | -4.7% | +3.2% | -8.0% | -6.2% |
| 3M | +6.7% | +23.1% | -16.4% | -3.7% |
| 6M | +12.6% | +13.3% | -0.8% | +5.3% |
| YTD | +19.1% | -7.9% | +27.0% | +23.4% |
| 1Y | +22.6% | -22.1% | +44.7% | +39.4% |
| 3Y | +127.1% | -16.8% | +143.9% | +146.4% |
| All | +72.2% | -11.7% | +83.9% | +76.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling