-22.6%
FPS vs ROP
+38.2%
-60.8%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.3% | +3.9% | -21.3% | -13.1% |
| 7D | -23.3% | +11.7% | -35.0% | -12.9% |
| 30D | -42.4% | +35.5% | -77.9% | -20.6% |
| 3M | -43.0% | +25.6% | -68.7% | -25.0% |
| 6M | -44.5% | +39.3% | -83.7% | -21.0% |
| All | -22.6% | +38.2% | -60.8% | +9.0% |
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