+3,689.8%
FN vs ROP
+674.8%
+3,015.0%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -3.6% | +6.7% | +5.0% |
| 7D | -1.7% | -4.4% | +2.8% | +0.6% |
| 30D | -22.0% | +3.2% | -25.2% | -23.8% |
| 3M | -43.0% | +23.1% | -66.1% | -50.7% |
| 6M | -27.7% | +13.3% | -41.1% | -35.6% |
| YTD | -10.5% | -7.9% | -2.7% | -10.3% |
| 1Y | +12.5% | -22.1% | +34.5% | +24.7% |
| 3Y | +153.8% | -16.8% | +170.6% | +170.3% |
| 5Y | +288.0% | -13.5% | +301.5% | +298.5% |
| 10Y | +906.4% | +137.7% | +768.7% | +396.8% |
| All | +3,689.8% | +674.8% | +3,015.0% | +714.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling