-10.4%
FLUT vs ROP
+132.1%
-142.6%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-09 to 2026-09-09.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.3% | 0.0% | -1.0% |
| 7D | -2.6% | -6.1% | +3.5% | -0.7% |
| 30D | +5.4% | -3.4% | +8.7% | +6.5% |
| 3M | -10.8% | +16.7% | -27.4% | -14.8% |
| 6M | -9.2% | +8.1% | -17.3% | -11.4% |
| YTD | -53.8% | -11.7% | -42.1% | -52.6% |
| 1Y | -66.0% | -24.2% | -41.8% | -63.7% |
| 3Y | -44.7% | -19.0% | -25.7% | -41.7% |
| 5Y | -50.6% | -15.9% | -34.7% | -49.0% |
| 10Y | -10.4% | +135.7% | -146.1% | -6.3% |
| All | -10.4% | +132.1% | -142.6% | -6.3% |
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 2016-09-09 to 2026-09-09: 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…
2016-09-09 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling