+48.9%
FITB vs ROP
-0.2%
+49.1%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -1.0% | +3.5% | +2.9% |
| 7D | -1.1% | -1.6% | +0.5% | -0.5% |
| 30D | +7.3% | +29.5% | -22.2% | -3.8% |
| 3M | -4.0% | +17.5% | -21.5% | -10.7% |
| 6M | +11.9% | +38.1% | -26.2% | -4.1% |
| YTD | +19.0% | +7.0% | +12.0% | +15.6% |
| 1Y | +31.0% | +6.5% | +24.5% | +27.5% |
| 3Y | +143.8% | -5.5% | +149.3% | +151.1% |
| 5Y | +48.9% | -0.4% | +49.3% | +41.4% |
| All | +48.9% | -0.2% | +49.1% | +41.4% |
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