-32.8%
FPS vs ROL
-40.0%
+7.1%
-71.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | -2.1% | +9.1% | +5.8% |
| 7D | -24.5% | +9.5% | -34.0% | -20.8% |
| 30D | -52.1% | +22.9% | -75.0% | -47.2% |
| 3M | -48.4% | +3.5% | -51.9% | -45.1% |
| 6M | -54.4% | -29.4% | -25.0% | -50.6% |
| All | -32.8% | -40.0% | +7.1% | -23.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ROL.
Daily Out/Under-Performance
Portfolio return minus ROL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROL 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 ROL 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