-26.1%
FLUT vs ROP
+189.6%
-215.7%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.0% | +1.4% | +0.7% |
| 7D | -6.5% | -1.6% | -4.8% | -6.0% |
| 30D | +2.8% | +29.5% | -26.8% | -5.4% |
| 3M | -13.5% | +17.5% | -31.0% | -17.9% |
| 6M | -19.0% | +38.1% | -57.0% | -26.7% |
| YTD | -61.9% | +7.0% | -68.9% | -63.2% |
| 1Y | -63.2% | +6.5% | -69.8% | -64.4% |
| 3Y | -46.0% | -5.5% | -40.5% | -46.1% |
| 5Y | -51.8% | -0.4% | -51.4% | -53.1% |
| 10Y | -26.1% | +183.6% | -209.6% | -25.5% |
| All | -26.1% | +189.6% | -215.7% | -25.5% |
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