-9.2%
FLUT vs ROP
+135.3%
-144.5%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.9% | +3.4% | +1.5% |
| 7D | +3.8% | -5.4% | +9.2% | +5.6% |
| 30D | +6.3% | -1.6% | +7.9% | +6.8% |
| 3M | -4.0% | +18.8% | -22.9% | -8.9% |
| 6M | -10.3% | +8.2% | -18.5% | -12.5% |
| YTD | -53.2% | -10.5% | -42.7% | -52.1% |
| 1Y | -65.0% | -23.7% | -41.3% | -62.8% |
| 3Y | -43.9% | -17.9% | -26.0% | -41.1% |
| 5Y | -49.2% | -15.3% | -33.9% | -47.8% |
| All | -9.2% | +135.3% | -144.5% | -5.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling