+12.5%
FN vs ROP
-21.5%
+33.9%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -3.6% | +6.7% | +1.1% |
| 7D | -1.7% | -4.4% | +2.8% | -4.1% |
| 30D | -22.0% | +3.2% | -25.2% | -20.2% |
| 3M | -43.0% | +23.1% | -66.1% | -36.7% |
| 6M | -27.7% | +13.3% | -41.1% | -20.0% |
| YTD | -10.5% | -7.9% | -2.7% | -4.4% |
| 1Y | +12.5% | -22.1% | +34.5% | +19.3% |
| All | +12.5% | -21.5% | +33.9% | +19.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling