+1,351.5%
FITB vs ROP
+25,523.2%
-24,171.7%
-98.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -3.6% | +3.4% | +1.2% |
| 7D | +0.6% | -4.4% | +5.0% | +2.3% |
| 30D | -4.7% | +3.2% | -8.0% | -6.0% |
| 3M | +6.7% | +23.1% | -16.4% | -2.0% |
| 6M | +12.6% | +13.3% | -0.8% | +6.3% |
| YTD | +19.1% | -7.9% | +27.0% | +20.9% |
| 1Y | +22.6% | -22.1% | +44.7% | +32.4% |
| 3Y | +127.1% | -16.8% | +143.9% | +138.8% |
| 5Y | +71.8% | -13.5% | +85.3% | +77.1% |
| 10Y | +287.2% | +137.7% | +149.5% | +184.7% |
| All | +1,351.5% | +25,523.2% | -24,171.7% | +563.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling