-25.6%
FLUT vs ROP
+185.1%
-210.6%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.6% | 0.0% | +0.4% |
| 7D | -1.5% | +0.2% | -1.7% | -1.6% |
| 30D | +3.4% | +30.3% | -26.9% | -5.0% |
| 3M | -12.5% | +17.8% | -30.2% | -17.0% |
| 6M | -18.5% | +38.9% | -57.4% | -26.4% |
| YTD | -61.6% | +7.6% | -69.3% | -63.0% |
| 1Y | -64.1% | +6.5% | -70.6% | -65.3% |
| 3Y | -44.5% | -6.3% | -38.2% | -44.5% |
| 5Y | -51.3% | +0.9% | -52.2% | -52.8% |
| 10Y | -25.6% | +180.7% | -206.3% | -25.1% |
| All | -25.6% | +185.1% | -210.6% | -25.1% |
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