-51.1%
FLUT vs ROP
-13.6%
-37.5%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -3.6% | +1.4% | -0.1% |
| 7D | -1.6% | -4.4% | +2.8% | +0.9% |
| 30D | +7.7% | +3.2% | +4.5% | +5.8% |
| 3M | -0.7% | +23.1% | -23.8% | -11.9% |
| 6M | -11.2% | +13.3% | -24.5% | -17.6% |
| YTD | -53.4% | -7.9% | -45.6% | -51.9% |
| 1Y | -65.8% | -22.1% | -43.7% | -61.4% |
| 3Y | -44.9% | -16.8% | -28.1% | -40.6% |
| All | -51.1% | -13.6% | -37.5% | -51.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling